+789.5%
HBAN vs PCAR
+15,337.6%
-14,548.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | -3.2% | -6.2% | +3.0% | -0.1% |
| 3M | +4.0% | +5.9% | -1.9% | +0.6% |
| 6M | +3.1% | +0.4% | +2.7% | +2.3% |
| YTD | 0.0% | +14.8% | -14.8% | -7.4% |
| 1Y | -1.2% | +30.1% | -31.3% | -14.4% |
| 3Y | +72.5% | +66.7% | +5.8% | +30.1% |
| 5Y | +39.3% | +166.1% | -126.8% | -16.6% |
| 10Y | +157.3% | +353.7% | -196.3% | +21.0% |
| All | +789.5% | +15,337.6% | -14,548.0% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling