+417.4%
HL vs PTC
-8.0%
+425.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -0.4% |
| 7D | +7.1% | -12.8% | +19.9% | +8.9% |
| 30D | +21.4% | -9.8% | +31.2% | +23.0% |
| 3M | +37.4% | -2.1% | +39.5% | +37.5% |
| 6M | +0.4% | -18.1% | +18.5% | +4.0% |
| YTD | +6.7% | -23.5% | +30.2% | +12.1% |
| 1Y | +102.4% | -37.4% | +139.7% | +122.8% |
| 3Y | +417.4% | -7.2% | +424.6% | +374.4% |
| All | +417.4% | -8.0% | +425.4% | +374.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling