+105.2%
HL vs COR
+17,545.2%
-17,440.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.3% |
| 7D | +1.5% | +2.8% | -1.3% | +1.2% |
| 30D | +25.1% | +4.5% | +20.5% | +24.3% |
| 3M | +22.9% | +22.7% | +0.2% | +19.8% |
| 6M | -4.9% | -9.7% | +4.8% | -4.2% |
| YTD | +7.8% | -1.4% | +9.3% | +7.4% |
| 1Y | +133.9% | +13.9% | +120.0% | +128.8% |
| 3Y | +380.9% | +94.0% | +286.9% | +338.2% |
| 5Y | +230.2% | +184.0% | +46.2% | +188.0% |
| 10Y | +265.6% | +406.8% | -141.2% | +198.1% |
| All | +105.2% | +17,545.2% | -17,440.0% | +68.3% |
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 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