+101.9%
HAS vs PTC
+326.2%
-224.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +2.2% | +0.8% | +1.4% | +1.9% |
| 30D | +29.6% | +0.7% | +28.8% | +29.3% |
| 3M | +30.3% | +32.6% | -2.3% | +17.9% |
| 6M | +25.6% | +33.6% | -7.9% | +12.3% |
| YTD | +50.8% | +12.4% | +38.4% | +42.0% |
| 1Y | +63.0% | +11.2% | +51.8% | +54.0% |
| 3Y | +211.6% | +31.7% | +179.9% | +171.8% |
| 5Y | +50.4% | +60.1% | -9.7% | +20.4% |
| 10Y | +101.9% | +317.2% | -215.3% | +6.3% |
| All | +101.9% | +326.2% | -224.3% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling