+134.4%
HL vs PTC
+313.0%
-178.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.5% | -5.5% |
| 7D | -7.6% | +0.8% | -8.5% | -7.9% |
| 30D | -17.5% | +1.2% | -18.7% | -17.8% |
| 3M | -26.2% | +32.6% | -58.8% | -35.1% |
| 6M | -35.1% | +36.1% | -71.1% | -44.4% |
| YTD | -30.4% | +12.7% | -43.0% | -36.0% |
| 1Y | -14.0% | +10.2% | -24.1% | -20.1% |
| 3Y | +256.3% | +29.4% | +226.9% | +193.6% |
| 5Y | +112.5% | +61.1% | +51.4% | +54.6% |
| All | +134.4% | +313.0% | -178.6% | +25.4% |
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