-18.6%
HAL vs PCAR
+296.2%
-314.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +1.5% |
| 7D | -12.0% | +0.1% | -12.0% | -12.2% |
| 30D | +0.3% | -4.6% | +4.9% | +3.3% |
| 3M | -1.6% | -22.6% | +21.0% | +17.6% |
| 6M | -20.5% | -12.0% | -8.5% | -15.0% |
| YTD | +14.2% | -6.1% | +20.3% | +13.9% |
| 1Y | +18.9% | +6.3% | +12.5% | +6.8% |
| 3Y | -13.7% | +31.8% | -45.5% | -38.0% |
| 5Y | +42.2% | +104.2% | -62.0% | -32.9% |
| All | -18.6% | +296.2% | -314.8% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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