+197.4%
PDD vs HBM
+327.3%
-130.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.3% |
| 7D | -1.0% | +2.4% | -3.3% | -2.0% |
| 30D | -2.4% | -16.0% | +13.6% | +1.9% |
| 3M | -14.6% | -21.3% | +6.7% | -9.7% |
| 6M | -19.6% | -12.2% | -7.4% | -19.8% |
| YTD | -30.0% | +10.7% | -40.6% | -36.4% |
| 1Y | -42.5% | +30.3% | -72.8% | -50.6% |
| 3Y | -27.2% | +432.2% | -459.4% | -62.9% |
| 5Y | -8.2% | +218.8% | -227.0% | -46.6% |
| All | +197.4% | +327.3% | -130.0% | +51.4% |
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