-41.7%
PDD vs HST
+51.4%
-93.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.4% |
| 7D | -1.4% | -1.1% | -0.3% | -1.4% |
| 30D | -1.0% | +11.6% | -12.7% | -3.1% |
| 3M | -12.3% | +9.5% | -21.8% | -13.8% |
| 6M | -18.5% | +18.9% | -37.4% | -22.2% |
| YTD | -29.0% | +51.0% | -80.0% | -37.0% |
| All | -41.7% | +51.4% | -93.1% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling