+195.9%
PDD vs HCA
+355.3%
-159.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -3.8% | -0.9% | -2.9% | -3.7% |
| 30D | -2.4% | +10.3% | -12.7% | -3.7% |
| 3M | -12.7% | +23.2% | -35.9% | -15.3% |
| 6M | -20.0% | +19.1% | -39.2% | -22.2% |
| YTD | -30.3% | +9.0% | -39.3% | -31.5% |
| 1Y | -42.4% | +10.2% | -52.6% | -43.5% |
| 3Y | -27.5% | +122.4% | -149.9% | -36.5% |
| 5Y | -14.9% | +116.3% | -131.2% | -26.2% |
| All | +195.9% | +355.3% | -159.4% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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