-37.6%
PDD vs HCA
+2.1%
-39.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -1.0% |
| 7D | -4.6% | +2.9% | -7.6% | -4.9% |
| 30D | -14.0% | +2.4% | -16.4% | -14.2% |
| 3M | -4.9% | +13.0% | -17.9% | -6.2% |
| 6M | -25.8% | -21.4% | -4.4% | -24.1% |
| YTD | -31.4% | -9.5% | -21.9% | -31.4% |
| 1Y | -37.6% | +7.5% | -45.1% | -38.5% |
| All | -37.6% | +2.1% | -39.7% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling