+10.8%
HD vs PTC
+6.0%
+4.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +7.0% | +2.5% |
| 7D | -2.1% | -10.3% | +8.2% | +0.7% |
| 30D | -8.4% | +1.1% | -9.6% | -9.0% |
| 3M | +4.3% | +1.6% | +2.7% | +3.0% |
| 6M | -11.1% | -13.5% | +2.3% | -8.3% |
| YTD | -4.7% | -19.1% | +14.4% | +0.1% |
| 1Y | -19.8% | -33.9% | +14.1% | -10.3% |
| 3Y | +4.1% | -3.9% | +8.0% | -0.5% |
| All | +10.8% | +6.0% | +4.8% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling