+116.4%
HPE vs PTC
+0.1%
+116.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.2% | -5.6% |
| 7D | -17.0% | +0.1% | -17.1% | -17.0% |
| 30D | -26.7% | +1.5% | -28.2% | -26.7% |
| 3M | -4.1% | +37.8% | -41.9% | -2.0% |
| 6M | +75.4% | +41.2% | +34.2% | +83.8% |
| YTD | +111.0% | +12.0% | +99.0% | +139.2% |
| 1Y | +116.4% | +1.6% | +114.8% | +154.6% |
| All | +116.4% | +0.1% | +116.4% | +154.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling