+50.1%
HST vs PTC
+10.5%
+39.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | +11.6% | +0.7% | +10.9% | +11.6% |
| 3M | +9.5% | +32.6% | -23.1% | +9.6% |
| 6M | +18.9% | +33.6% | -14.6% | +20.2% |
| YTD | +51.0% | +12.4% | +38.5% | +60.0% |
| All | +50.1% | +10.5% | +39.6% | +60.1% |
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 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