+38.5%
HLT vs PCAR
+11.3%
+27.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.7% | +4.9% | -4.2% | -1.0% |
| 30D | +13.7% | -1.4% | +15.2% | +14.2% |
| 3M | +16.3% | -18.1% | +34.5% | +24.1% |
| 6M | +19.9% | -4.0% | +23.9% | +18.5% |
| YTD | +30.1% | -1.5% | +31.5% | +26.2% |
| 1Y | +38.5% | +13.2% | +25.3% | +26.8% |
| All | +38.5% | +11.3% | +27.2% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling