-4.6%
HD vs PCAR
+12.4%
-17.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +4.7% |
| 7D | +11.9% | +3.7% | +8.3% | +10.2% |
| 30D | +26.4% | -2.9% | +29.3% | +27.9% |
| 3M | +2.8% | -21.7% | +24.5% | +13.0% |
| 6M | +15.5% | -6.6% | +22.1% | +18.1% |
| YTD | +5.5% | -2.2% | +7.8% | +7.5% |
| 1Y | -4.6% | +12.2% | -16.8% | -5.2% |
| All | -4.6% | +12.4% | -17.0% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling