+64.3%
HLT vs CORZ
+223.2%
-158.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.2% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -5.0% | -14.0% | +9.0% | -4.3% |
| 3M | -10.4% | -34.1% | +23.7% | -8.5% |
| 6M | +3.2% | +8.5% | -5.2% | +1.7% |
| YTD | +6.7% | +23.2% | -16.5% | +4.0% |
| 1Y | +10.3% | +15.4% | -5.1% | +7.3% |
| All | +64.3% | +223.2% | -158.9% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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