+198.7%
PDD vs HBM
+464.6%
-265.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.7% | -4.7% |
| 7D | -4.1% | +7.4% | -11.5% | -6.2% |
| 30D | -13.1% | +5.1% | -18.1% | -14.6% |
| 3M | -3.5% | +11.1% | -14.6% | -8.1% |
| 6M | -21.8% | +30.2% | -52.0% | -30.2% |
| YTD | -29.7% | +46.2% | -75.9% | -40.5% |
| 1Y | -36.2% | +120.0% | -156.3% | -53.2% |
| 3Y | -16.4% | +527.4% | -543.8% | -59.0% |
| 5Y | -23.8% | +400.4% | -424.2% | -60.7% |
| All | +198.7% | +464.6% | -265.9% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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