+739.8%
HBAN vs PCAR
+12,989.1%
-12,249.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +1.1% |
| 7D | -0.6% | +2.9% | -3.5% | -2.0% |
| 30D | +3.9% | -2.1% | +6.1% | +4.9% |
| 3M | -8.4% | -20.4% | +12.0% | +2.5% |
| 6M | +0.6% | -7.0% | +7.6% | +3.7% |
| YTD | -5.5% | -2.6% | -2.9% | -5.2% |
| 1Y | +5.4% | +9.8% | -4.4% | -0.5% |
| 3Y | +76.7% | +37.3% | +39.5% | +47.0% |
| 5Y | +25.1% | +116.4% | -91.3% | -16.9% |
| 10Y | +121.5% | +293.0% | -171.4% | +11.9% |
| All | +739.8% | +12,989.1% | -12,249.3% | +86.3% |
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 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