+13.2%
PCAR vs HBM
+25.3%
-12.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +4.9% | +2.2% | +2.7% | +4.6% |
| 30D | -1.4% | -11.8% | +10.4% | +0.1% |
| 3M | -18.1% | -19.2% | +1.1% | -16.1% |
| 6M | -4.0% | -22.9% | +18.9% | -1.8% |
| YTD | -1.5% | +7.8% | -9.3% | -3.4% |
| 1Y | +13.2% | +34.9% | -21.7% | +8.3% |
| All | +13.2% | +25.3% | -12.1% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling