-23.7%
PDD vs HBM
+349.4%
-373.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -4.1% | -6.4% | +2.3% | -2.0% |
| 30D | -9.6% | +5.9% | -15.5% | -11.6% |
| 3M | -4.3% | -8.9% | +4.6% | -3.4% |
| 6M | -18.8% | +10.7% | -29.4% | -24.7% |
| YTD | -27.5% | +38.3% | -65.8% | -39.4% |
| 1Y | -33.6% | +121.3% | -155.0% | -54.6% |
| 3Y | -20.4% | +450.6% | -471.0% | -66.6% |
| All | -23.7% | +349.4% | -373.1% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling