+32.5%
HL vs COR
+18,527.9%
-18,495.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -7.6% | +2.9% | -10.5% | -7.9% |
| 30D | -17.5% | +5.8% | -23.3% | -18.0% |
| 3M | -26.2% | +11.4% | -37.7% | -27.2% |
| 6M | -35.1% | +34.5% | -69.5% | -37.4% |
| YTD | -30.4% | +4.1% | -34.4% | -31.1% |
| 1Y | -14.0% | -3.1% | -10.8% | -14.1% |
| 3Y | +256.3% | +80.9% | +175.5% | +227.7% |
| 5Y | +112.5% | +195.1% | -82.6% | +84.5% |
| 10Y | +131.3% | +492.7% | -361.4% | +86.3% |
| All | +32.5% | +18,527.9% | -18,495.4% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling