+563.8%
HL vs PDD
+210.2%
+353.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +1.5% | -4.1% | +5.5% | +2.1% |
| 30D | +25.1% | -9.6% | +34.7% | +26.9% |
| 3M | +22.9% | -4.3% | +27.2% | +23.5% |
| 6M | -4.9% | -18.8% | +13.9% | -2.1% |
| YTD | +7.8% | -27.5% | +35.3% | +12.8% |
| 1Y | +133.9% | -33.6% | +167.5% | +147.3% |
| 3Y | +380.9% | -20.4% | +401.3% | +380.8% |
| 5Y | +230.2% | -19.6% | +249.8% | +210.4% |
| All | +563.8% | +210.2% | +353.6% | +427.5% |
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 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