+284.2%
HL vs PCAR
+361.0%
-76.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +18.8% | -6.9% | +25.7% | +22.7% |
| 3M | +43.7% | +2.1% | +41.6% | +42.2% |
| 6M | -1.0% | +1.6% | -2.6% | -1.9% |
| YTD | +8.7% | +12.2% | -3.5% | +4.0% |
| 1Y | +105.0% | +28.0% | +77.0% | +84.6% |
| 3Y | +427.3% | +61.0% | +366.3% | +312.1% |
| 5Y | +249.3% | +163.9% | +85.4% | +112.8% |
| 10Y | +284.2% | +367.9% | -83.7% | +95.9% |
| All | +284.2% | +361.0% | -76.8% | +95.9% |
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