+149.4%
HL vs PCOR
-19.6%
+169.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +8.9% | +22.7% | -13.8% | +3.4% |
| 30D | -10.1% | +37.5% | -47.5% | -17.1% |
| 3M | -7.0% | +35.2% | -42.2% | -14.3% |
| 6M | -18.8% | +42.2% | -61.0% | -26.8% |
| YTD | -23.1% | +3.6% | -26.7% | -25.5% |
| 1Y | +8.9% | -4.8% | +13.6% | +8.2% |
| 3Y | +255.0% | +48.3% | +206.7% | +197.0% |
| All | +149.4% | -19.6% | +169.0% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling