+190.4%
PDD vs HUBB
+322.5%
-132.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.5% |
| 7D | -7.6% | +4.6% | -12.2% | -9.0% |
| 30D | -5.4% | -8.4% | +3.0% | -3.1% |
| 3M | -12.9% | -14.3% | +1.4% | -9.1% |
| 6M | -19.0% | -9.3% | -9.7% | -18.0% |
| YTD | -31.6% | -0.5% | -31.1% | -33.5% |
| 1Y | -43.0% | -2.1% | -40.9% | -44.3% |
| 3Y | -28.9% | +57.2% | -86.1% | -44.2% |
| 5Y | -18.4% | +127.1% | -145.5% | -47.4% |
| All | +190.4% | +322.5% | -132.1% | +37.3% |
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