+497.6%
HAL vs PTC
+8,817.5%
-8,319.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -12.0% | -0.2% | -11.7% | -11.9% |
| 30D | +0.3% | +0.8% | -0.5% | +0.2% |
| 3M | -1.6% | +32.1% | -33.7% | -7.5% |
| 6M | -20.5% | +42.6% | -63.1% | -26.8% |
| YTD | +14.2% | +12.0% | +2.2% | +9.5% |
| 1Y | +18.9% | +12.2% | +6.7% | +13.9% |
| 3Y | -13.7% | +31.2% | -45.0% | -20.1% |
| 5Y | +42.2% | +54.9% | -12.7% | +26.7% |
| 10Y | -16.7% | +343.1% | -359.8% | -37.8% |
| All | +497.6% | +8,817.5% | -8,319.9% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling