+147.5%
HLT vs PCAR
+165.3%
-17.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -1.5% | -0.2% | -1.2% | -1.4% |
| 30D | -1.2% | -6.9% | +5.6% | +2.1% |
| 3M | -10.3% | +2.1% | -12.4% | -12.0% |
| 6M | +1.3% | +1.6% | -0.3% | -0.5% |
| YTD | +7.0% | +12.2% | -5.2% | -0.3% |
| 1Y | +11.9% | +28.0% | -16.2% | -3.0% |
| 3Y | +100.7% | +61.0% | +39.7% | +45.4% |
| 5Y | +147.5% | +163.9% | -16.4% | +27.3% |
| All | +147.5% | +165.3% | -17.8% | +27.3% |
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