+364.4%
PCAR vs HST
+92.5%
+271.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.5% | -1.0% | +0.5% | -0.2% |
| 30D | -6.2% | -12.3% | +6.0% | -2.0% |
| 3M | +5.9% | -6.4% | +12.3% | +8.1% |
| 6M | +0.4% | +15.0% | -14.6% | -4.6% |
| YTD | +14.8% | +30.5% | -15.7% | +4.4% |
| 1Y | +30.1% | +35.7% | -5.6% | +16.6% |
| 3Y | +66.7% | +68.4% | -1.7% | +37.9% |
| 5Y | +166.1% | +73.1% | +93.0% | +113.3% |
| All | +364.4% | +92.5% | +271.9% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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