+194.4%
PDD vs HUBB
+338.9%
-144.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | -4.4% | +1.1% | -5.5% | -4.8% |
| 30D | -15.5% | -9.6% | -5.9% | -12.9% |
| 3M | -4.1% | -6.2% | +2.1% | -3.2% |
| 6M | -23.4% | -6.2% | -17.3% | -23.3% |
| YTD | -30.7% | +3.4% | -34.0% | -33.1% |
| 1Y | -37.6% | +5.3% | -43.0% | -40.4% |
| 3Y | -17.5% | +44.4% | -61.9% | -32.5% |
| 5Y | -24.6% | +152.4% | -177.0% | -53.1% |
| All | +194.4% | +338.9% | -144.4% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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