+137.1%
HST vs PTC
+317.3%
-180.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +13.4% | +0.9% | +12.5% | +13.1% |
| 3M | +16.7% | +30.4% | -13.7% | +4.9% |
| 6M | +24.0% | +34.4% | -10.4% | +8.8% |
| YTD | +54.0% | +12.6% | +41.4% | +43.4% |
| 1Y | +55.0% | +10.2% | +44.8% | +45.6% |
| 3Y | +89.3% | +29.4% | +60.0% | +62.6% |
| 5Y | +85.4% | +63.7% | +21.7% | +43.1% |
| 10Y | +137.1% | +316.9% | -179.7% | +33.0% |
| All | +137.1% | +317.3% | -180.2% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling