+795.5%
HLT vs PCAR
+356.1%
+439.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.7% | +4.9% | -4.2% | -1.8% |
| 30D | +13.7% | -1.4% | +15.2% | +14.5% |
| 3M | +16.3% | -18.1% | +34.5% | +28.4% |
| 6M | +19.9% | -4.0% | +23.9% | +20.9% |
| YTD | +30.1% | -1.5% | +31.5% | +29.0% |
| 1Y | +38.5% | +13.2% | +25.3% | +27.6% |
| 3Y | +131.0% | +35.8% | +95.3% | +86.8% |
| 5Y | +163.7% | +114.6% | +49.0% | +64.3% |
| 10Y | +697.4% | +289.6% | +407.8% | +253.3% |
| All | +795.5% | +356.1% | +439.3% | +281.3% |
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 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