+195.8%
PDD vs HBM
+316.2%
-120.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | -4.9% | +2.2% | -7.1% | -5.7% |
| 30D | -3.0% | -11.8% | +8.8% | -0.2% |
| 3M | -6.2% | -19.2% | +13.0% | -1.6% |
| 6M | -20.7% | -22.9% | +2.2% | -17.6% |
| YTD | -30.4% | +7.8% | -38.2% | -36.2% |
| 1Y | -41.3% | +34.9% | -76.2% | -50.1% |
| 3Y | -27.7% | +422.2% | -449.9% | -63.0% |
| 5Y | -16.9% | +192.8% | -209.7% | -50.6% |
| All | +195.8% | +316.2% | -120.5% | +51.7% |
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