+161.7%
HLT vs PCOR
-30.9%
+192.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | -0.2% |
| 7D | -3.3% | -9.0% | +5.6% | -1.5% |
| 30D | -4.1% | +4.2% | -8.2% | -5.1% |
| 3M | -7.9% | +14.4% | -22.4% | -11.1% |
| 6M | +2.2% | +0.2% | +2.0% | +0.4% |
| YTD | +8.5% | -20.3% | +28.7% | +11.7% |
| 1Y | +12.1% | -16.1% | +28.3% | +13.4% |
| 3Y | +107.6% | -14.7% | +122.3% | +101.7% |
| 5Y | +156.4% | -43.2% | +199.5% | +137.9% |
| All | +161.7% | -30.9% | +192.6% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling