-2.5%
HAL vs PTC
-3.9%
+1.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +0.8% |
| 7D | +2.9% | -10.3% | +13.2% | +5.4% |
| 30D | +17.0% | +1.1% | +15.9% | +16.5% |
| 3M | -9.7% | +1.6% | -11.3% | -10.2% |
| 6M | +8.6% | -13.5% | +22.1% | +13.1% |
| YTD | +33.0% | -19.1% | +52.0% | +41.5% |
| 1Y | +68.3% | -33.9% | +102.2% | +93.8% |
| All | -2.5% | -3.9% | +1.4% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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