+157.5%
HLT vs PCOR
-36.7%
+194.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -2.6% | -12.2% | +9.6% | -0.1% |
| 30D | -2.6% | -9.4% | +6.8% | -1.0% |
| 3M | -9.4% | +22.2% | -31.6% | -13.8% |
| 6M | +2.7% | -7.3% | +10.1% | +2.5% |
| YTD | +6.8% | -26.8% | +33.6% | +11.8% |
| 1Y | +12.4% | -22.2% | +34.6% | +15.2% |
| 3Y | +100.2% | -19.1% | +119.2% | +96.2% |
| 5Y | +143.7% | -42.4% | +186.1% | +129.4% |
| All | +157.5% | -36.7% | +194.2% | +143.2% |
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