+1,301.8%
PTC vs HBM
+613.3%
+688.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.9% |
| 7D | -10.3% | -6.4% | -3.9% | -9.2% |
| 30D | +1.1% | +5.9% | -4.8% | -0.2% |
| 3M | +1.6% | -8.9% | +10.5% | +1.8% |
| 6M | -13.5% | +10.7% | -24.1% | -17.6% |
| YTD | -19.1% | +38.3% | -57.3% | -27.2% |
| 1Y | -33.9% | +121.3% | -155.2% | -46.4% |
| 3Y | -3.9% | +450.6% | -454.5% | -38.3% |
| 5Y | +6.0% | +338.0% | -332.0% | -32.4% |
| 10Y | +223.7% | +578.6% | -354.9% | +59.6% |
| All | +1,301.8% | +613.3% | +688.4% | +453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling