+646.9%
HLT vs PCAR
+431.5%
+215.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.3% | -0.5% | -2.8% | -3.1% |
| 30D | -4.1% | -6.2% | +2.2% | -1.0% |
| 3M | -7.9% | +5.9% | -13.8% | -11.4% |
| 6M | +2.2% | +0.4% | +1.8% | +1.0% |
| YTD | +8.5% | +14.8% | -6.3% | -0.3% |
| 1Y | +12.1% | +30.1% | -18.0% | -3.8% |
| 3Y | +107.6% | +66.7% | +41.0% | +51.3% |
| 5Y | +156.4% | +166.1% | -9.8% | +43.0% |
| 10Y | +566.3% | +353.7% | +212.6% | +173.3% |
| All | +646.9% | +431.5% | +215.4% | +194.9% |
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