+112.8%
HL vs PCAR
+114.3%
-1.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -11.1% | +4.9% | -16.1% | -13.1% |
| 30D | -12.1% | -1.4% | -10.7% | -11.4% |
| 3M | -26.1% | -18.1% | -8.0% | -19.1% |
| 6M | -37.7% | -4.0% | -33.7% | -36.5% |
| YTD | -31.7% | -1.5% | -30.2% | -30.3% |
| 1Y | -11.6% | +13.2% | -24.8% | -14.3% |
| 3Y | +249.6% | +35.8% | +213.8% | +194.0% |
| All | +112.8% | +114.3% | -1.4% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling