+190.4%
PDD vs HSY
+122.5%
+67.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.9% |
| 7D | -7.6% | -2.3% | -5.3% | -7.7% |
| 30D | -5.4% | +6.3% | -11.7% | -5.3% |
| 3M | -12.9% | -5.2% | -7.7% | -13.1% |
| 6M | -19.0% | -8.3% | -10.7% | -19.2% |
| YTD | -31.6% | -2.7% | -29.0% | -31.5% |
| 1Y | -43.0% | +0.1% | -43.2% | -42.9% |
| 3Y | -28.9% | -1.0% | -27.8% | -28.8% |
| 5Y | -18.4% | +10.6% | -29.0% | -19.2% |
| All | +190.4% | +122.5% | +67.9% | +231.9% |
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