+0.8%
HL vs PTC
+8,860.0%
-8,859.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.9% |
| 7D | -11.1% | +0.5% | -11.6% | -11.2% |
| 30D | -12.1% | +1.2% | -13.3% | -12.2% |
| 3M | -26.1% | +27.4% | -53.5% | -28.7% |
| 6M | -37.7% | +39.2% | -76.9% | -40.9% |
| YTD | -31.7% | +12.5% | -44.2% | -33.6% |
| 1Y | -11.6% | +12.3% | -23.9% | -14.1% |
| 3Y | +249.6% | +28.8% | +220.8% | +231.9% |
| 5Y | +108.5% | +60.9% | +47.6% | +92.4% |
| 10Y | +127.0% | +316.6% | -189.6% | +90.3% |
| All | +0.8% | +8,860.0% | -8,859.2% | -11.3% |
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