+197.4%
PDD vs HST
+72.2%
+125.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -3.9% | -2.1% |
| 7D | -1.0% | +0.6% | -1.5% | -1.3% |
| 30D | -2.4% | +14.5% | -16.9% | -6.1% |
| 3M | -14.6% | +15.4% | -30.0% | -18.1% |
| 6M | -19.6% | +22.0% | -41.6% | -24.4% |
| YTD | -30.0% | +54.9% | -84.8% | -38.5% |
| 1Y | -42.5% | +54.0% | -96.5% | -49.5% |
| 3Y | -27.2% | +90.4% | -117.6% | -40.9% |
| 5Y | -8.2% | +84.2% | -92.4% | -25.0% |
| All | +197.4% | +72.2% | +125.2% | +179.4% |
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