+35.0%
PCAR vs HST
+77.1%
-42.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.1% | +1.3% |
| 7D | +2.2% | -4.2% | +6.3% | +4.3% |
| 30D | -4.4% | +9.6% | -14.0% | -9.0% |
| 3M | -21.4% | -1.1% | -20.3% | -21.3% |
| 6M | -7.3% | +21.1% | -28.4% | -16.7% |
| YTD | -3.8% | +47.1% | -50.9% | -22.1% |
| 1Y | +6.3% | +64.0% | -57.7% | -19.0% |
| All | +35.0% | +77.1% | -42.1% | -3.8% |
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