+238.2%
HL vs COR
+179.1%
+59.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.9% |
| 7D | -5.6% | -4.8% | -0.8% | -4.9% |
| 30D | +12.7% | -3.7% | +16.4% | +13.3% |
| 3M | +42.5% | +14.3% | +28.2% | +38.8% |
| 6M | -9.0% | -8.5% | -0.5% | -6.5% |
| YTD | +4.4% | -4.4% | +8.8% | +6.1% |
| 1Y | +82.7% | +9.1% | +73.5% | +78.2% |
| 3Y | +406.3% | +85.2% | +321.1% | +271.7% |
| 5Y | +238.2% | +180.7% | +57.5% | +97.3% |
| All | +238.2% | +179.1% | +59.1% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling