-31.1%
PDD vs HTZ
-91.9%
+60.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -20.8% | +23.0% | +4.0% |
| 7D | +5.9% | -7.7% | +13.6% | +6.3% |
| 30D | +7.1% | -13.1% | +20.2% | +7.9% |
| 3M | -7.7% | +14.7% | -22.4% | -10.3% |
| 6M | -13.2% | -70.6% | +57.4% | -5.3% |
| YTD | -26.0% | -65.2% | +39.2% | -21.3% |
| 1Y | -38.4% | -73.2% | +34.8% | -33.0% |
| 3Y | -21.1% | -80.8% | +59.7% | -14.1% |
| 5Y | +0.3% | -94.8% | +95.1% | +40.9% |
| All | -31.1% | -91.9% | +60.8% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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