+256.3%
HL vs PCOR
+49.3%
+207.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | -7.6% | +2.2% | -9.8% | -8.1% |
| 30D | -17.5% | +37.4% | -54.9% | -23.5% |
| 3M | -26.2% | +33.2% | -59.4% | -31.3% |
| 6M | -35.1% | +60.6% | -95.7% | -42.5% |
| YTD | -30.4% | +6.2% | -36.6% | -31.4% |
| 1Y | -14.0% | -1.1% | -12.9% | -13.1% |
| All | +256.3% | +49.3% | +207.1% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling