-4.6%
HD vs PTEN
+79.8%
-84.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -9.4% | +15.9% | +4.6% |
| 7D | +11.9% | -15.5% | +27.4% | +8.6% |
| 30D | +26.4% | -7.8% | +34.2% | +24.8% |
| 3M | +2.8% | +6.4% | -3.6% | +4.8% |
| 6M | +15.5% | -11.9% | +27.3% | +15.3% |
| YTD | +5.5% | +79.4% | -73.8% | +1.1% |
| 1Y | -4.6% | +84.9% | -89.5% | -9.7% |
| All | -4.6% | +79.8% | -84.4% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 1y: compounded portfolio wealth divided by compounded PTEN 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…
1y analysis · Full analysis span regression · 6 months rolling