+247.2%
HD vs PCAR
+292.6%
-45.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +5.2% | +3.8% | +1.4% | +3.4% |
| 30D | +20.7% | -2.0% | +22.7% | +21.9% |
| 3M | +0.8% | -19.1% | +19.9% | +11.3% |
| 6M | +12.2% | -6.8% | +19.0% | +15.4% |
| YTD | +4.2% | -2.5% | +6.7% | +4.7% |
| 1Y | -2.6% | +9.7% | -12.2% | -7.6% |
| 3Y | +30.0% | +34.0% | -3.9% | +7.7% |
| 5Y | +8.1% | +113.3% | -105.2% | -31.1% |
| 10Y | +247.2% | +278.2% | -31.0% | +66.1% |
| All | +247.2% | +292.6% | -45.4% | +66.1% |
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