-23.8%
PDD vs HCA
+66.8%
-90.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -4.1% | -2.8% | -1.3% | -3.8% |
| 30D | -13.1% | -2.7% | -10.3% | -12.8% |
| 3M | -3.5% | +11.5% | -15.0% | -5.0% |
| 6M | -21.8% | -24.3% | +2.5% | -19.1% |
| YTD | -29.7% | -13.6% | -16.1% | -28.7% |
| 1Y | -36.2% | -3.2% | -33.0% | -36.4% |
| 3Y | -16.4% | +50.4% | -66.8% | -22.9% |
| 5Y | -23.8% | +64.8% | -88.6% | -37.2% |
| All | -23.8% | +66.8% | -90.6% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling