+191.4%
PDD vs HUM
+38.5%
+153.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | -5.4% | +2.1% | -7.4% | -5.5% |
| 30D | -12.6% | +5.4% | -18.0% | -12.9% |
| 3M | -4.3% | +11.4% | -15.7% | -5.0% |
| 6M | -24.4% | +141.5% | -165.9% | -28.8% |
| YTD | -31.4% | +61.2% | -92.6% | -33.7% |
| 1Y | -38.1% | +49.2% | -87.3% | -40.0% |
| 3Y | -20.1% | -9.0% | -11.1% | -18.9% |
| 5Y | -25.0% | +7.2% | -32.2% | -27.9% |
| All | +191.4% | +38.5% | +153.0% | +176.6% |
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