+211.0%
PDD vs HAS
+58.8%
+152.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +5.6% | -0.2% | +5.8% | +5.6% |
| 30D | +5.8% | +31.0% | -25.3% | -1.6% |
| 3M | -8.6% | +30.7% | -39.3% | -15.1% |
| 6M | -18.8% | +23.9% | -42.8% | -23.9% |
| YTD | -26.8% | +48.3% | -75.1% | -34.8% |
| 1Y | -39.3% | +60.2% | -99.5% | -47.1% |
| 3Y | -22.5% | +189.2% | -211.7% | -44.2% |
| 5Y | -0.8% | +50.4% | -51.2% | -14.6% |
| All | +211.0% | +58.8% | +152.2% | +130.8% |
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