+207.9%
PDD vs HBM
+433.9%
-226.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -4.1% | -6.4% | +2.3% | -2.2% |
| 30D | -9.6% | +5.9% | -15.5% | -11.4% |
| 3M | -4.3% | -8.9% | +4.6% | -3.6% |
| 6M | -18.8% | +10.7% | -29.4% | -23.9% |
| YTD | -27.5% | +38.3% | -65.8% | -37.5% |
| 1Y | -33.6% | +121.3% | -155.0% | -51.4% |
| 3Y | -20.4% | +450.6% | -471.0% | -59.3% |
| 5Y | -19.6% | +338.0% | -357.6% | -56.9% |
| All | +207.9% | +433.9% | -226.0% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling