+190.4%
PDD vs HAS
+62.3%
+128.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.2% | -1.3% |
| 7D | -7.6% | +1.6% | -9.3% | -8.0% |
| 30D | -5.4% | +26.6% | -32.0% | -11.3% |
| 3M | -12.9% | +29.0% | -41.9% | -18.8% |
| 6M | -19.0% | +30.6% | -49.6% | -25.1% |
| YTD | -31.6% | +51.5% | -83.1% | -39.4% |
| 1Y | -43.0% | +58.5% | -101.5% | -50.2% |
| 3Y | -28.9% | +214.1% | -243.0% | -50.0% |
| 5Y | -18.4% | +50.2% | -68.6% | -29.9% |
| All | +190.4% | +62.3% | +128.1% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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