+198.7%
PDD vs HSY
+122.5%
+76.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -4.1% | -1.6% | -2.6% | -4.2% |
| 30D | -13.1% | -4.2% | -8.9% | -13.2% |
| 3M | -3.5% | -0.7% | -2.8% | -3.4% |
| 6M | -21.8% | -21.8% | 0.0% | -22.4% |
| YTD | -29.7% | -2.7% | -27.0% | -29.6% |
| 1Y | -36.2% | -4.8% | -31.4% | -36.1% |
| 3Y | -16.4% | -9.4% | -7.0% | -16.8% |
| 5Y | -23.8% | +11.3% | -35.1% | -24.6% |
| All | +198.7% | +122.5% | +76.2% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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