+135.5%
HL vs PCAR
+292.6%
-157.1%
-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% | -7.4% | -7.4% |
| 7D | +8.2% | +3.8% | +4.4% | +6.5% |
| 30D | -16.3% | -2.0% | -14.3% | -15.4% |
| 3M | -18.6% | -19.1% | +0.5% | -10.1% |
| 6M | -23.2% | -6.8% | -16.4% | -20.6% |
| YTD | -25.5% | -2.5% | -23.0% | -23.9% |
| 1Y | -4.8% | +9.7% | -14.4% | -7.5% |
| 3Y | +281.4% | +34.0% | +247.5% | +223.6% |
| 5Y | +137.8% | +113.3% | +24.5% | +57.9% |
| 10Y | +135.5% | +278.2% | -142.7% | +15.0% |
| All | +135.5% | +292.6% | -157.1% | +15.0% |
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