+109.2%
PCAR vs HST
+70.3%
+38.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.1% | +0.8% |
| 7D | +2.2% | -4.2% | +6.3% | +3.9% |
| 30D | -4.4% | +9.6% | -14.0% | -8.1% |
| 3M | -21.4% | -1.1% | -20.3% | -21.3% |
| 6M | -7.3% | +21.1% | -28.4% | -14.9% |
| YTD | -3.8% | +47.1% | -50.9% | -18.6% |
| 1Y | +6.3% | +64.0% | -57.7% | -14.3% |
| 3Y | +34.4% | +77.1% | -42.7% | +3.8% |
| 5Y | +109.2% | +71.8% | +37.5% | +60.8% |
| All | +109.2% | +70.3% | +38.9% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling