+33,950.9%
HD vs PTC
+8,796.0%
+25,154.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | +6.4% | -0.1% | +6.5% | +6.4% |
| 30D | +22.1% | +0.8% | +21.2% | +21.9% |
| 3M | -0.2% | +39.6% | -39.7% | -7.2% |
| 6M | +12.6% | +41.5% | -28.9% | +3.8% |
| YTD | +3.9% | +11.7% | -7.8% | -0.2% |
| 1Y | -3.7% | +2.4% | -6.2% | -6.2% |
| 3Y | +27.9% | +31.9% | -4.1% | +17.9% |
| 5Y | +7.8% | +54.5% | -46.7% | -4.1% |
| 10Y | +269.4% | +342.1% | -72.7% | +165.6% |
| All | +33,950.9% | +8,796.0% | +25,154.9% | +6,119.1% |
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