+359.1%
PCAR vs HBM
+599.4%
-240.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.5% | -2.7% |
| 7D | 0.0% | +7.4% | -7.3% | -1.2% |
| 30D | -7.7% | +5.1% | -12.8% | -8.6% |
| 3M | +3.7% | +11.1% | -7.4% | +1.2% |
| 6M | +2.3% | +30.2% | -27.9% | -3.5% |
| YTD | +12.8% | +46.2% | -33.4% | +3.7% |
| 1Y | +27.8% | +120.0% | -92.3% | +9.1% |
| 3Y | +61.8% | +527.4% | -465.6% | +11.2% |
| 5Y | +168.2% | +400.4% | -232.2% | +82.1% |
| 10Y | +359.1% | +621.5% | -262.4% | +145.7% |
| All | +359.1% | +599.4% | -240.4% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling