+255.0%
HIG vs PTC
+312.5%
-57.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | +4.2% | +1.2% | +3.0% | +3.9% |
| 3M | +0.2% | +27.4% | -27.2% | -6.3% |
| 6M | +4.6% | +39.2% | -34.6% | -4.8% |
| YTD | +1.1% | +12.5% | -11.4% | -3.4% |
| 1Y | +4.7% | +12.3% | -7.6% | 0.0% |
| 3Y | +95.5% | +28.8% | +66.6% | +75.9% |
| 5Y | +111.7% | +60.9% | +50.8% | +75.6% |
| All | +255.0% | +312.5% | -57.4% | +126.1% |
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 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