-23.7%
PDD vs HST
+74.0%
-97.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | -1.0% | -3.0% | -3.6% |
| 30D | -9.6% | -12.3% | +2.7% | -4.0% |
| 3M | -4.3% | -6.4% | +2.1% | -1.8% |
| 6M | -18.8% | +15.0% | -33.8% | -25.1% |
| YTD | -27.5% | +30.5% | -58.0% | -37.4% |
| 1Y | -33.6% | +35.7% | -69.3% | -44.2% |
| 3Y | -20.4% | +68.4% | -88.8% | -44.5% |
| All | -23.7% | +74.0% | -97.7% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling