+575.2%
HLT vs COR
+406.5%
+168.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | -5.0% | +2.6% | -7.6% | -5.6% |
| 3M | -10.4% | +14.5% | -24.9% | -13.6% |
| 6M | +3.2% | -7.8% | +11.1% | +4.5% |
| YTD | +6.7% | -4.2% | +11.0% | +6.5% |
| 1Y | +10.3% | +7.0% | +3.3% | +6.6% |
| 3Y | +99.3% | +85.5% | +13.8% | +61.4% |
| 5Y | +143.7% | +181.2% | -37.5% | +72.4% |
| All | +575.2% | +406.5% | +168.8% | +312.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling