+15,068.3%
PCAR vs HST
+1,330.6%
+13,737.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.5% |
| 3Y | +66.7% | +68.4% | -1.7% | +37.5% |
| 5Y | +166.1% | +73.1% | +93.0% | +111.4% |
| 10Y | +353.7% | +92.7% | +260.9% | +218.5% |
| All | +15,068.3% | +1,330.6% | +13,737.7% | +5,393.6% |
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