+4,096.6%
HDB vs PTC
+687.4%
+3,409.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +13.3% | -0.2% | +13.6% | +13.4% |
| 30D | +13.6% | +0.8% | +12.8% | +13.3% |
| 3M | +5.8% | +32.1% | -26.3% | -3.8% |
| 6M | -1.9% | +42.6% | -44.5% | -13.5% |
| YTD | -31.2% | +12.0% | -43.2% | -35.4% |
| 1Y | -29.6% | +12.2% | -41.7% | -33.9% |
| 3Y | -10.1% | +31.2% | -41.3% | -21.0% |
| 5Y | -24.3% | +54.9% | -79.2% | -37.6% |
| 10Y | +59.3% | +343.1% | -283.9% | -7.2% |
| All | +4,096.6% | +687.4% | +3,409.2% | +1,688.1% |
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