+137.9%
HST vs PTC
+326.2%
-188.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | +11.6% | +0.7% | +10.9% | +11.4% |
| 3M | +9.5% | +32.6% | -23.1% | -2.2% |
| 6M | +18.9% | +33.6% | -14.6% | +4.6% |
| YTD | +51.0% | +12.4% | +38.5% | +40.7% |
| 1Y | +53.0% | +11.2% | +41.7% | +43.1% |
| 3Y | +87.5% | +31.7% | +55.8% | +59.9% |
| 5Y | +76.7% | +60.1% | +16.6% | +37.5% |
| 10Y | +137.9% | +317.2% | -179.3% | +34.1% |
| All | +137.9% | +326.2% | -188.3% | +34.1% |
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