-37.4%
PTC vs HBM
+122.7%
-160.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.8% | -11.3% | -5.2% |
| 7D | -12.8% | +7.4% | -20.1% | -12.4% |
| 30D | -9.8% | +5.1% | -14.8% | -9.4% |
| 3M | -2.1% | +11.1% | -13.2% | -0.6% |
| 6M | -18.1% | +30.2% | -48.3% | -16.6% |
| YTD | -23.5% | +46.2% | -69.7% | -24.6% |
| 1Y | -37.4% | +120.0% | -157.4% | -41.3% |
| All | -37.4% | +122.7% | -160.1% | -41.3% |
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