+70.4%
PCAR vs HST
+68.9%
+1.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -0.5% | -1.0% | +0.5% | 0.0% |
| 30D | -6.2% | -12.3% | +6.0% | +0.1% |
| 3M | +5.9% | -6.4% | +12.3% | +9.1% |
| 6M | +0.4% | +15.0% | -14.6% | -7.3% |
| YTD | +14.8% | +30.5% | -15.7% | -0.9% |
| 1Y | +30.1% | +35.7% | -5.6% | +9.8% |
| All | +70.4% | +68.9% | +1.5% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling