+201.5%
PDD vs HST
+67.9%
+133.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.8% |
| 7D | -1.4% | -1.1% | -0.3% | -1.3% |
| 30D | -1.0% | +11.6% | -12.7% | -4.1% |
| 3M | -12.3% | +9.5% | -21.8% | -14.6% |
| 6M | -18.5% | +18.9% | -37.4% | -22.8% |
| YTD | -29.0% | +51.0% | -80.0% | -37.2% |
| 1Y | -40.7% | +53.0% | -93.7% | -47.8% |
| 3Y | -25.7% | +87.5% | -113.2% | -39.4% |
| 5Y | -3.3% | +76.7% | -80.0% | -20.3% |
| All | +201.5% | +67.9% | +133.6% | +185.3% |
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