+87.7%
HST vs PTC
+29.3%
+58.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | +9.9% | +1.2% | +8.7% | +9.7% |
| 3M | +12.9% | +32.6% | -19.7% | +7.6% |
| 6M | +22.9% | +36.1% | -13.2% | +16.1% |
| YTD | +52.4% | +12.7% | +39.8% | +52.7% |
| 1Y | +52.5% | +10.2% | +42.4% | +54.0% |
| All | +87.7% | +29.3% | +58.4% | +57.8% |
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