+54.4%
HL vs PCOR
-7.6%
+62.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -11.1% | +3.0% | -14.2% | -11.8% |
| 30D | -12.1% | +38.7% | -50.8% | -18.7% |
| 3M | -26.1% | +24.9% | -51.0% | -30.2% |
| 6M | -37.7% | +68.8% | -106.5% | -45.6% |
| YTD | -31.7% | +6.7% | -38.4% | -34.2% |
| 1Y | -11.6% | +3.0% | -14.6% | -14.0% |
| 3Y | +249.6% | +48.6% | +201.0% | +198.5% |
| 5Y | +108.5% | -12.7% | +121.2% | +77.8% |
| All | +54.4% | -7.6% | +62.0% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling