-33.9%
PTC vs HBM
+123.0%
-156.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -6.1% |
| 7D | -10.3% | -6.4% | -3.9% | -10.6% |
| 30D | +1.1% | +5.9% | -4.8% | +1.5% |
| 3M | +1.6% | -8.9% | +10.5% | +2.6% |
| 6M | -13.5% | +10.7% | -24.1% | -12.3% |
| YTD | -19.1% | +38.3% | -57.3% | -20.4% |
| 1Y | -33.9% | +121.3% | -155.2% | -38.7% |
| All | -33.9% | +123.0% | -156.8% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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