+303.0%
HIG vs PTC
+200.2%
+102.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.3% | -14.2% | +11.9% | +1.3% |
| 30D | -1.2% | -14.4% | +13.2% | +2.3% |
| 3M | +6.3% | -4.7% | +11.0% | +6.6% |
| 6M | +0.6% | -19.3% | +19.9% | +4.9% |
| YTD | +0.6% | -26.1% | +26.7% | +7.0% |
| 1Y | +6.1% | -37.1% | +43.2% | +17.3% |
| 3Y | +102.0% | -10.4% | +112.4% | +99.2% |
| 5Y | +119.2% | +2.5% | +116.7% | +103.9% |
| All | +303.0% | +200.2% | +102.9% | +168.1% |
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