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Which is better - leaving the computer on or off while gone?

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There are some days like today where I tend to leave the house for at least four hours at a time (I have to run to another town). I was wondering if it was safer to leave my computer up and running or if it was to shut it down. I do turn it off at night, but I've always wonder what was worse. Leaving it running when I'm not home, or shutting it off.