+207.9%
PDD vs HST
+45.1%
+162.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | -1.0% | -3.0% | -3.8% |
| 30D | -9.6% | -12.3% | +2.7% | -6.4% |
| 3M | -4.3% | -6.4% | +2.1% | -2.8% |
| 6M | -18.8% | +15.0% | -33.8% | -22.3% |
| YTD | -27.5% | +30.5% | -58.0% | -33.1% |
| 1Y | -33.6% | +35.7% | -69.3% | -39.6% |
| 3Y | -20.4% | +68.4% | -88.8% | -33.2% |
| 5Y | -19.6% | +73.1% | -92.7% | -32.0% |
| All | +207.9% | +45.1% | +162.8% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling