+201.5%
PDD vs HUT
+338.6%
-137.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.3% | -11.3% | -3.7% |
| 7D | -1.4% | +3.7% | -5.1% | -2.3% |
| 30D | -1.0% | -32.3% | +31.3% | +1.2% |
| 3M | -12.3% | -35.6% | +23.4% | -10.4% |
| 6M | -18.5% | -42.1% | +23.6% | -17.0% |
| YTD | -29.0% | +24.1% | -53.1% | -33.1% |
| 1Y | -40.7% | +27.9% | -68.6% | -44.7% |
| 3Y | -25.7% | +409.1% | -434.8% | -43.0% |
| 5Y | -3.3% | -25.9% | +22.7% | -24.4% |
| All | +201.5% | +338.6% | -137.1% | +86.5% |
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