+249.3%
HL vs PTC
-0.9%
+250.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.9% |
| 7D | +0.4% | -13.6% | +14.0% | +4.7% |
| 30D | +18.8% | -14.7% | +33.5% | +24.3% |
| 3M | +43.7% | -5.9% | +49.6% | +44.6% |
| 6M | -1.0% | -21.1% | +20.1% | +5.6% |
| YTD | +8.7% | -26.0% | +34.7% | +18.4% |
| 1Y | +105.0% | -36.8% | +141.8% | +137.0% |
| 3Y | +427.3% | -10.3% | +437.5% | +392.5% |
| 5Y | +249.3% | +1.2% | +248.1% | +190.0% |
| All | +249.3% | -0.9% | +250.2% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling