+106.1%
HBAN vs PCAR
+290.1%
-184.1%
-55.0%
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% | -1.4% |
| 7D | -1.1% | +2.2% | -3.3% | -2.6% |
| 30D | +3.1% | +0.3% | +2.8% | +2.7% |
| 3M | -9.8% | -17.9% | +8.2% | +3.3% |
| 6M | +1.4% | -3.4% | +4.8% | +2.7% |
| YTD | -5.8% | -0.1% | -5.7% | -7.6% |
| 1Y | +4.2% | +13.4% | -9.2% | -6.9% |
| 3Y | +74.9% | +37.2% | +37.7% | +29.5% |
| 5Y | +21.7% | +117.3% | -95.7% | -38.1% |
| 10Y | +106.1% | +295.0% | -188.9% | -25.3% |
| All | +106.1% | +290.1% | -184.1% | -25.3% |
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