-33.8%
HUT vs PCAR
+101.4%
-135.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.4% | +17.0% | +16.8% |
| 7D | -11.4% | +0.1% | -11.4% | -13.0% |
| 30D | -41.0% | -4.6% | -36.5% | -39.8% |
| 3M | -41.9% | -22.6% | -19.3% | -27.3% |
| 6M | -51.7% | -12.0% | -39.7% | -47.6% |
| YTD | +14.6% | -6.1% | +20.7% | +19.1% |
| 1Y | +21.4% | +6.3% | +15.1% | +11.4% |
| 3Y | +359.8% | +31.8% | +328.0% | +214.2% |
| All | -33.8% | +101.4% | -135.2% | -75.3% |
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