+99.3%
HLT vs COR
+84.9%
+14.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -2.8% | +1.2% | -1.6% |
| 30D | -5.0% | +2.6% | -7.6% | -5.0% |
| 3M | -10.4% | +14.5% | -24.9% | -10.3% |
| 6M | +3.2% | -7.8% | +11.1% | +3.6% |
| YTD | +6.7% | -4.2% | +11.0% | +7.0% |
| 1Y | +10.3% | +7.0% | +3.3% | +10.6% |
| 3Y | +99.3% | +85.5% | +13.8% | +103.9% |
| All | +99.3% | +84.9% | +14.4% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling