+138.4%
HLT vs PTC
+4.1%
+134.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | -1.6% | -7.3% | +5.7% | +0.7% |
| 30D | -5.0% | -11.6% | +6.6% | -1.5% |
| 3M | -10.4% | +10.5% | -20.9% | -14.4% |
| 6M | +3.2% | -17.8% | +21.1% | +8.9% |
| YTD | +6.7% | -24.9% | +31.7% | +16.1% |
| 1Y | +10.3% | -36.8% | +47.1% | +28.2% |
| 3Y | +99.3% | -8.7% | +108.1% | +89.2% |
| All | +138.4% | +4.1% | +134.3% | +100.6% |
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