+147.5%
HLT vs PCOR
-42.7%
+190.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.5% | +1.6% |
| 7D | -1.5% | -9.0% | +7.6% | +0.5% |
| 30D | -1.2% | -7.0% | +5.7% | 0.0% |
| 3M | -10.3% | +18.3% | -28.7% | -14.2% |
| 6M | +1.3% | -7.8% | +9.1% | +1.2% |
| YTD | +7.0% | -25.6% | +32.6% | +11.9% |
| 1Y | +11.9% | -22.7% | +34.6% | +15.1% |
| 3Y | +100.7% | -17.7% | +118.3% | +95.5% |
| 5Y | +147.5% | -42.0% | +189.6% | +133.9% |
| All | +147.5% | -42.7% | +190.2% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling