+59.1%
HL vs PTC
+6,346.6%
-6,287.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | -1.8% |
| 7D | +1.5% | -10.3% | +11.7% | +2.8% |
| 30D | +25.1% | +1.1% | +23.9% | +24.8% |
| 3M | +22.9% | +1.6% | +21.3% | +22.1% |
| 6M | -4.9% | -13.5% | +8.6% | -3.8% |
| YTD | +7.8% | -19.1% | +26.9% | +9.8% |
| 1Y | +133.9% | -33.9% | +167.8% | +144.0% |
| 3Y | +380.9% | -3.9% | +384.8% | +376.2% |
| 5Y | +230.2% | +6.0% | +224.2% | +222.5% |
| 10Y | +265.6% | +223.7% | +41.8% | +219.2% |
| All | +59.1% | +6,346.6% | -6,287.5% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling