+2.7%
PTC vs HBM
+369.9%
-367.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.8% | -11.3% | -6.2% |
| 7D | -12.8% | +7.4% | -20.1% | -13.6% |
| 30D | -9.8% | +5.1% | -14.8% | -10.5% |
| 3M | -2.1% | +11.1% | -13.2% | -4.1% |
| 6M | -18.1% | +30.2% | -48.3% | -22.5% |
| YTD | -23.5% | +46.2% | -69.7% | -30.0% |
| 1Y | -37.4% | +120.0% | -157.4% | -47.0% |
| 3Y | -7.2% | +527.4% | -534.6% | -38.7% |
| 5Y | +2.7% | +400.4% | -397.7% | -30.3% |
| All | +2.7% | +369.9% | -367.2% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling