+195.8%
PDD vs HST
+69.3%
+126.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -4.9% | +3.6% | -8.5% | -5.8% |
| 30D | -3.0% | +11.2% | -14.3% | -6.0% |
| 3M | -6.2% | +13.1% | -19.3% | -9.5% |
| 6M | -20.7% | +23.9% | -44.6% | -25.7% |
| YTD | -30.4% | +52.3% | -82.6% | -38.5% |
| 1Y | -41.3% | +56.7% | -97.9% | -48.6% |
| 3Y | -27.7% | +87.5% | -115.2% | -41.0% |
| 5Y | -16.9% | +82.8% | -99.7% | -31.8% |
| All | +195.8% | +69.3% | +126.5% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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