+294.8%
HLT vs PDD
+193.7%
+101.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | -0.2% |
| 7D | -2.6% | -4.6% | +2.1% | -2.2% |
| 30D | -2.6% | -14.0% | +11.4% | -1.4% |
| 3M | -9.4% | -4.9% | -4.5% | -9.1% |
| 6M | +2.7% | -25.8% | +28.5% | +5.2% |
| YTD | +6.8% | -31.4% | +38.1% | +10.0% |
| 1Y | +12.4% | -37.6% | +49.9% | +16.6% |
| 3Y | +100.2% | -18.4% | +118.5% | +97.9% |
| 5Y | +143.7% | -25.0% | +168.7% | +127.2% |
| All | +294.8% | +193.7% | +101.0% | +181.0% |
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