+116.4%
PCAR vs HAS
+51.1%
+65.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.3% |
| 30D | -2.1% | +29.6% | -31.7% | -9.5% |
| 3M | -20.4% | +30.3% | -50.6% | -26.5% |
| 6M | -7.0% | +25.6% | -32.6% | -13.6% |
| YTD | -2.6% | +50.8% | -53.5% | -14.8% |
| 1Y | +9.8% | +63.0% | -53.2% | -6.1% |
| 3Y | +37.3% | +211.6% | -174.3% | -3.1% |
| 5Y | +116.4% | +50.4% | +66.0% | +95.4% |
| All | +116.4% | +51.1% | +65.4% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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