+630.8%
HLT vs PTC
+320.2%
+310.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -0.2% |
| 7D | -2.4% | -12.8% | +10.4% | +2.4% |
| 30D | -4.1% | -9.8% | +5.7% | -0.8% |
| 3M | -10.6% | -2.1% | -8.5% | -11.3% |
| 6M | +2.0% | -18.1% | +20.1% | +7.8% |
| YTD | +6.1% | -23.5% | +29.6% | +14.7% |
| 1Y | +9.8% | -37.4% | +47.2% | +27.9% |
| 3Y | +99.0% | -7.2% | +106.2% | +92.8% |
| 5Y | +151.5% | +2.7% | +148.8% | +128.6% |
| 10Y | +561.1% | +203.4% | +357.7% | +238.3% |
| All | +630.8% | +320.2% | +310.5% | +219.6% |
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 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