+214.4%
PDD vs HST
+63.5%
+150.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.7% | +7.9% | +3.7% |
| 7D | +5.9% | -4.2% | +10.1% | +7.0% |
| 30D | +7.1% | +9.6% | -2.5% | +4.3% |
| 3M | -7.7% | -1.1% | -6.6% | -7.7% |
| 6M | -13.2% | +21.1% | -34.3% | -18.2% |
| YTD | -26.0% | +47.1% | -73.1% | -34.0% |
| 1Y | -38.4% | +64.0% | -102.4% | -46.9% |
| 3Y | -21.1% | +77.1% | -98.2% | -34.6% |
| 5Y | +0.3% | +71.8% | -71.4% | -16.6% |
| All | +214.4% | +63.5% | +150.9% | +199.7% |
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