+265.8%
HPE vs PDD
+213.3%
+52.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | -18.7% | +5.6% | -24.4% | -19.1% |
| 30D | -37.9% | +5.8% | -43.7% | -38.2% |
| 3M | -14.4% | -8.6% | -5.8% | -14.0% |
| 6M | +48.2% | -18.8% | +67.1% | +50.1% |
| YTD | +88.6% | -26.8% | +115.4% | +92.4% |
| 1Y | +94.8% | -39.3% | +134.1% | +101.5% |
| 3Y | +202.7% | -22.5% | +225.2% | +203.0% |
| 5Y | +231.6% | -0.8% | +232.4% | +214.9% |
| All | +265.8% | +213.3% | +52.5% | +178.1% |
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