+12,304.7%
PCAR vs HST
+1,511.7%
+10,793.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.1% | -2.7% | +2.8% | +1.0% |
| 30D | -4.6% | +10.7% | -15.3% | -8.0% |
| 3M | -22.6% | +6.3% | -28.8% | -24.3% |
| 6M | -12.0% | +19.0% | -30.9% | -17.4% |
| YTD | -6.1% | +47.0% | -53.1% | -18.2% |
| 1Y | +6.3% | +53.4% | -47.1% | -8.8% |
| 3Y | +31.8% | +78.0% | -46.2% | +6.5% |
| 5Y | +104.2% | +71.7% | +32.5% | +62.5% |
| 10Y | +302.9% | +146.2% | +156.7% | +159.7% |
| All | +12,304.7% | +1,511.7% | +10,793.0% | +4,204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling