+59.1%
HL vs PCAR
+15,337.6%
-15,278.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | +25.1% | -6.2% | +31.3% | +27.2% |
| 3M | +22.9% | +5.9% | +17.0% | +21.1% |
| 6M | -4.9% | +0.4% | -5.3% | -4.9% |
| YTD | +7.8% | +14.8% | -7.0% | +4.5% |
| 1Y | +133.9% | +30.1% | +103.8% | +118.9% |
| 3Y | +380.9% | +66.7% | +314.2% | +317.3% |
| 5Y | +230.2% | +166.1% | +64.1% | +153.8% |
| 10Y | +265.6% | +353.7% | -88.1% | +145.3% |
| All | +59.1% | +15,337.6% | -15,278.5% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling