+143.7%
HLT vs PDD
-26.9%
+170.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | -9.4% | -4.9% | -4.5% | -9.1% |
| 6M | +2.7% | -25.8% | +28.5% | +5.3% |
| YTD | +6.8% | -31.4% | +38.1% | +10.2% |
| 1Y | +12.4% | -37.6% | +49.9% | +16.8% |
| 3Y | +100.2% | -18.4% | +118.5% | +97.2% |
| 5Y | +143.7% | -25.0% | +168.7% | +121.8% |
| All | +143.7% | -26.9% | +170.6% | +121.8% |
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 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