+53.4%
HST vs PTC
+5.5%
+47.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | -2.7% | -0.2% | -2.4% | -2.7% |
| 30D | +10.7% | +0.8% | +9.9% | +10.7% |
| 3M | +6.3% | +32.1% | -25.9% | +6.3% |
| 6M | +19.0% | +42.6% | -23.7% | +18.7% |
| YTD | +47.0% | +12.0% | +35.1% | +57.0% |
| 1Y | +53.4% | +12.2% | +41.3% | +63.5% |
| All | +53.4% | +5.5% | +47.9% | +63.5% |
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