+358.7%
HL vs PDD
+199.6%
+159.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.4% | -5.9% | -7.1% |
| 7D | +8.2% | -1.0% | +9.1% | +8.3% |
| 30D | -16.3% | -2.4% | -13.9% | -16.0% |
| 3M | -18.6% | -14.6% | -3.9% | -16.8% |
| 6M | -23.2% | -19.6% | -3.6% | -21.0% |
| YTD | -25.5% | -30.0% | +4.5% | -21.7% |
| 1Y | -4.8% | -42.5% | +37.7% | +2.6% |
| 3Y | +281.4% | -27.2% | +308.6% | +285.9% |
| 5Y | +137.8% | -8.2% | +146.1% | +120.3% |
| All | +358.7% | +199.6% | +159.1% | +265.9% |
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