+373.2%
HL vs PDD
+213.3%
+159.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 6M | -18.8% | -18.8% | +0.1% | -16.5% |
| YTD | -23.1% | -26.8% | +3.6% | -19.8% |
| 1Y | +8.9% | -39.3% | +48.2% | +16.4% |
| 3Y | +255.0% | -22.5% | +277.5% | +256.1% |
| 5Y | +151.5% | -0.8% | +152.2% | +130.4% |
| All | +373.2% | +213.3% | +159.8% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling