+68.4%
HL vs PCOR
-9.2%
+77.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.2% |
| 7D | +8.2% | +20.7% | -12.5% | +3.5% |
| 30D | -16.3% | +35.7% | -52.0% | -22.1% |
| 3M | -18.6% | +31.1% | -49.6% | -24.0% |
| 6M | -23.2% | +43.1% | -66.3% | -30.4% |
| YTD | -25.5% | +4.8% | -30.3% | -27.9% |
| 1Y | -4.8% | -3.7% | -1.1% | -5.6% |
| 3Y | +281.4% | +46.5% | +234.9% | +226.8% |
| 5Y | +137.8% | -17.3% | +155.1% | +103.6% |
| All | +68.4% | -9.2% | +77.6% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling