+195.8%
PDD vs HUM
+52.4%
+143.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.8% |
| 7D | -4.9% | +3.7% | -8.6% | -5.1% |
| 30D | -3.0% | +5.5% | -8.6% | -3.4% |
| 3M | -6.2% | +17.1% | -23.3% | -7.1% |
| 6M | -20.7% | +48.3% | -69.0% | -22.7% |
| YTD | -30.4% | +77.4% | -107.7% | -33.2% |
| 1Y | -41.3% | +92.6% | -133.8% | -44.0% |
| 3Y | -27.7% | -6.1% | -21.6% | -26.2% |
| 5Y | -16.9% | +6.2% | -23.1% | -18.8% |
| All | +195.8% | +52.4% | +143.4% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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