+67.5%
HST vs PTC
-3.9%
+71.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +1.6% |
| 7D | -1.0% | -10.3% | +9.2% | +1.4% |
| 30D | -12.3% | +1.1% | -13.4% | -12.9% |
| 3M | -6.4% | +1.6% | -8.0% | -7.5% |
| 6M | +15.0% | -13.5% | +28.5% | +19.7% |
| YTD | +30.5% | -19.1% | +49.6% | +38.7% |
| 1Y | +35.7% | -33.9% | +69.5% | +55.6% |
| All | +67.5% | -3.9% | +71.4% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling