+135.5%
HL vs PCAR
+291.3%
-155.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.1% | -7.2% |
| 7D | +8.2% | +3.5% | +4.7% | +6.6% |
| 30D | -16.3% | -2.3% | -14.0% | -15.3% |
| 3M | -18.6% | -19.3% | +0.8% | -9.9% |
| 6M | -23.2% | -7.1% | -16.1% | -20.5% |
| YTD | -25.5% | -2.8% | -22.7% | -23.8% |
| 1Y | -4.8% | +9.3% | -14.1% | -7.4% |
| 3Y | +281.4% | +33.5% | +247.9% | +224.2% |
| 5Y | +137.8% | +112.6% | +25.2% | +58.2% |
| 10Y | +135.5% | +276.9% | -141.5% | +15.2% |
| All | +135.5% | +291.3% | -155.8% | +15.2% |
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 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