+122.4%
HL vs PCAR
+326.7%
-204.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.9% | +2.8% |
| 7D | +13.8% | +2.9% | +10.9% | +12.5% |
| 30D | -9.7% | -2.1% | -7.6% | -8.7% |
| 3M | -8.5% | -20.4% | +11.8% | +1.5% |
| 6M | -17.2% | -7.0% | -10.2% | -14.4% |
| YTD | -19.6% | -2.6% | -17.0% | -17.9% |
| 1Y | +11.1% | +9.8% | +1.4% | +8.0% |
| 3Y | +299.7% | +37.3% | +262.4% | +236.6% |
| 5Y | +156.5% | +116.4% | +40.0% | +71.1% |
| 10Y | +122.4% | +293.0% | -170.6% | +25.3% |
| All | +122.4% | +326.7% | -204.3% | +25.3% |
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 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