+96.7%
HST vs PTC
+223.7%
-127.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +2.4% |
| 7D | -1.0% | -10.3% | +9.2% | +2.6% |
| 30D | -12.3% | +1.1% | -13.4% | -13.1% |
| 3M | -6.4% | +1.6% | -8.0% | -8.4% |
| 6M | +15.0% | -13.5% | +28.5% | +18.9% |
| YTD | +30.5% | -19.1% | +49.6% | +37.9% |
| 1Y | +35.7% | -33.9% | +69.5% | +54.3% |
| 3Y | +68.4% | -3.9% | +72.3% | +61.9% |
| 5Y | +73.1% | +6.0% | +67.1% | +56.9% |
| All | +96.7% | +223.7% | -127.0% | +13.2% |
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