+67.9%
HDB vs PTC
+312.8%
-244.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +6.9% | +0.5% | +6.5% | +6.8% |
| 30D | +15.2% | +0.9% | +14.3% | +15.0% |
| 3M | +11.7% | +30.4% | -18.7% | +2.5% |
| 6M | +7.5% | +34.4% | -26.9% | -2.9% |
| YTD | -28.8% | +12.6% | -41.4% | -32.6% |
| 1Y | -29.1% | +10.2% | -39.3% | -32.5% |
| 3Y | -7.0% | +29.4% | -36.4% | -18.1% |
| 5Y | -22.1% | +63.7% | -85.8% | -37.8% |
| All | +67.9% | +312.8% | -244.8% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling