+213.7%
HLT vs PCOR
-7.6%
+221.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.7% | +3.0% | -2.3% | +0.1% |
| 30D | +13.7% | +38.7% | -24.9% | +6.3% |
| 3M | +16.3% | +24.9% | -8.5% | +10.7% |
| 6M | +19.9% | +68.8% | -48.9% | +6.3% |
| YTD | +30.1% | +6.7% | +23.4% | +25.8% |
| 1Y | +38.5% | +3.0% | +35.5% | +35.0% |
| 3Y | +131.0% | +48.6% | +82.4% | +99.4% |
| 5Y | +163.7% | -12.7% | +176.4% | +129.2% |
| All | +213.7% | -7.6% | +221.3% | +173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling