+195.8%
PDD vs HUT
+342.8%
-147.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.1% | +9.0% | +2.4% |
| 7D | -4.9% | +9.3% | -14.2% | -5.7% |
| 30D | -3.0% | -23.1% | +20.1% | -1.9% |
| 3M | -6.2% | -30.6% | +24.4% | -4.8% |
| 6M | -20.7% | -46.9% | +26.1% | -18.7% |
| YTD | -30.4% | +25.3% | -55.7% | -34.5% |
| 1Y | -41.3% | +59.8% | -101.1% | -46.2% |
| 3Y | -27.7% | +467.2% | -494.9% | -45.1% |
| 5Y | -16.9% | -24.6% | +7.8% | -35.1% |
| All | +195.8% | +342.8% | -147.1% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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