-17.4%
HAL vs PCAR
+287.3%
-304.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.7% |
| 7D | +2.6% | +2.1% | +0.5% | +1.0% |
| 30D | -0.1% | -1.2% | +1.1% | +0.3% |
| 3M | -1.1% | -18.6% | +17.5% | +14.0% |
| 6M | -20.7% | -5.1% | -15.7% | -19.9% |
| YTD | +17.5% | -1.8% | +19.3% | +13.3% |
| 1Y | +24.1% | +10.6% | +13.5% | +8.4% |
| 3Y | -8.4% | +34.9% | -43.3% | -35.2% |
| 5Y | +53.2% | +114.0% | -60.7% | -30.3% |
| All | -17.4% | +287.3% | -304.8% | -74.3% |
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