+6.2%
HD vs PTEN
+94.7%
-88.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.2% |
| 7D | -1.8% | -1.7% | -0.1% | -1.7% |
| 30D | -10.8% | +18.6% | -29.4% | -11.8% |
| 3M | -2.7% | +12.5% | -15.1% | -3.6% |
| 6M | -10.3% | +41.9% | -52.1% | -13.5% |
| YTD | -7.8% | +117.8% | -125.6% | -15.1% |
| 1Y | -23.1% | +145.3% | -168.5% | -30.4% |
| 3Y | +2.0% | -2.8% | +4.8% | -1.0% |
| 5Y | +6.2% | +93.4% | -87.2% | -2.1% |
| All | +6.2% | +94.7% | -88.4% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling