-24.6%
PDD vs HUM
+1.5%
-26.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -15.5% | +3.7% | -19.2% | -15.4% |
| 3M | -4.1% | +10.4% | -14.5% | -3.8% |
| 6M | -23.4% | +125.7% | -149.1% | -22.2% |
| YTD | -30.7% | +57.3% | -88.0% | -30.0% |
| 1Y | -37.6% | +48.6% | -86.3% | -37.0% |
| 3Y | -17.5% | -11.3% | -6.2% | -15.4% |
| 5Y | -24.6% | +0.8% | -25.4% | -31.5% |
| All | -24.6% | +1.5% | -26.1% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling