-3.4%
HAL vs PDD
+198.0%
-201.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.3% | +3.0% |
| 7D | +6.1% | -4.9% | +11.0% | +6.5% |
| 30D | +2.9% | -3.0% | +5.9% | +3.1% |
| 3M | +3.3% | -6.2% | +9.5% | +3.8% |
| 6M | -16.9% | -20.7% | +3.8% | -15.5% |
| YTD | +21.2% | -30.4% | +51.5% | +24.3% |
| 1Y | +27.5% | -41.3% | +68.8% | +32.6% |
| 3Y | -6.4% | -27.7% | +21.3% | -6.1% |
| 5Y | +58.0% | -16.9% | +74.9% | +53.4% |
| All | -3.4% | +198.0% | -201.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling