+92.6%
HAS vs PTC
+312.5%
-219.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | +26.3% | +1.2% | +25.1% | +25.9% |
| 3M | +25.6% | +27.4% | -1.8% | +15.2% |
| 6M | +30.3% | +39.2% | -8.9% | +14.9% |
| YTD | +50.4% | +12.5% | +37.9% | +41.6% |
| 1Y | +57.7% | +12.3% | +45.4% | +48.6% |
| 3Y | +213.4% | +28.8% | +184.5% | +175.5% |
| 5Y | +49.1% | +60.9% | -11.8% | +19.2% |
| All | +92.6% | +312.5% | -219.9% | +2.5% |
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 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