+30.0%
HD vs PTC
+31.6%
-1.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +5.2% | +1.3% | +3.9% | +5.0% |
| 30D | +20.7% | +1.1% | +19.6% | +20.6% |
| 3M | +0.8% | +30.1% | -29.3% | -3.1% |
| 6M | +12.2% | +34.0% | -21.8% | +7.0% |
| YTD | +4.2% | +12.8% | -8.6% | +3.3% |
| 1Y | -2.6% | +10.7% | -13.3% | -3.0% |
| 3Y | +30.0% | +29.6% | +0.4% | +16.3% |
| All | +30.0% | +31.6% | -1.6% | +16.3% |
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 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