+145.3%
HL vs PDD
-0.1%
+145.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.2% |
| 7D | +8.9% | +5.6% | +3.3% | +8.1% |
| 30D | -10.1% | +5.8% | -15.8% | -10.8% |
| 3M | -7.0% | -8.6% | +1.6% | -5.8% |
| 6M | -18.8% | -18.8% | +0.1% | -16.4% |
| YTD | -23.1% | -26.8% | +3.6% | -19.6% |
| 1Y | +8.9% | -39.3% | +48.2% | +16.6% |
| 3Y | +255.0% | -22.5% | +277.5% | +256.1% |
| All | +145.3% | -0.1% | +145.5% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling