+804.7%
HLT vs PCAR
+362.4%
+442.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -2.0% |
| 7D | +0.1% | +2.2% | -2.1% | -1.1% |
| 30D | +15.1% | +0.3% | +14.7% | +14.8% |
| 3M | +19.8% | -17.9% | +37.8% | +32.1% |
| 6M | +19.6% | -3.4% | +23.0% | +20.2% |
| YTD | +31.4% | -0.1% | +31.5% | +29.4% |
| 1Y | +38.0% | +13.4% | +24.6% | +27.0% |
| 3Y | +134.7% | +37.2% | +97.5% | +88.8% |
| 5Y | +166.2% | +117.3% | +48.8% | +64.8% |
| 10Y | +705.6% | +295.0% | +410.6% | +254.5% |
| All | +804.7% | +362.4% | +442.2% | +282.5% |
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