+190.4%
PDD vs HUM
+50.2%
+140.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -7.6% | +7.7% | -15.4% | -8.1% |
| 30D | -5.4% | +5.8% | -11.2% | -5.7% |
| 3M | -12.9% | +14.3% | -27.3% | -13.7% |
| 6M | -19.0% | +50.9% | -69.9% | -21.2% |
| YTD | -31.6% | +74.9% | -106.5% | -34.3% |
| 1Y | -43.0% | +86.9% | -129.9% | -45.5% |
| 3Y | -28.9% | -6.7% | -22.2% | -27.4% |
| 5Y | -18.4% | +4.8% | -23.1% | -20.2% |
| All | +190.4% | +50.2% | +140.2% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling