+394.7%
HL vs PDD
+203.8%
+190.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.0% | +7.6% | +5.0% |
| 7D | +13.8% | -1.4% | +15.3% | +14.0% |
| 30D | -9.7% | -1.0% | -8.7% | -9.6% |
| 3M | -8.5% | -12.3% | +3.7% | -6.9% |
| 6M | -17.2% | -18.5% | +1.3% | -14.9% |
| YTD | -19.6% | -29.0% | +9.4% | -15.8% |
| 1Y | +11.1% | -40.7% | +51.8% | +19.2% |
| 3Y | +299.7% | -25.7% | +325.4% | +303.2% |
| 5Y | +156.5% | -3.3% | +159.8% | +135.8% |
| All | +394.7% | +203.8% | +190.9% | +293.8% |
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