+292.5%
HLT vs PDD
+200.9%
+91.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.9% |
| 7D | -2.4% | -4.1% | +1.7% | -2.0% |
| 30D | -4.1% | -13.1% | +9.0% | -2.9% |
| 3M | -10.6% | -3.5% | -7.1% | -10.4% |
| 6M | +2.0% | -21.8% | +23.8% | +4.0% |
| YTD | +6.1% | -29.7% | +35.8% | +9.1% |
| 1Y | +9.8% | -36.2% | +46.0% | +13.7% |
| 3Y | +99.0% | -16.4% | +115.4% | +96.3% |
| 5Y | +151.5% | -23.8% | +175.3% | +134.1% |
| All | +292.5% | +200.9% | +91.5% | +178.8% |
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 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