+242.6%
HL vs PLD
+238.6%
+3.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | +7.1% | -0.9% | +7.9% | +7.4% |
| 30D | +21.4% | -1.2% | +22.6% | +22.1% |
| 3M | +37.4% | -2.3% | +39.7% | +38.3% |
| 6M | +0.4% | +4.5% | -4.1% | -2.5% |
| YTD | +6.7% | +10.1% | -3.5% | +0.5% |
| 1Y | +102.4% | +25.9% | +76.5% | +77.1% |
| 3Y | +417.4% | +24.4% | +393.0% | +345.4% |
| 5Y | +243.3% | +15.5% | +227.9% | +200.8% |
| 10Y | +242.6% | +240.3% | +2.3% | +74.8% |
| All | +242.6% | +238.6% | +3.9% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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