+134.4%
HL vs PLD
+268.0%
-133.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.3% | -4.9% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | -17.5% | -3.7% | -13.7% | -15.7% |
| 3M | -26.2% | -7.9% | -18.3% | -23.0% |
| 6M | -35.1% | -9.2% | -25.9% | -32.1% |
| YTD | -30.4% | +3.1% | -33.4% | -31.9% |
| 1Y | -14.0% | +6.2% | -20.2% | -17.1% |
| 3Y | +256.3% | +35.4% | +220.9% | +195.3% |
| 5Y | +112.5% | +0.1% | +112.4% | +101.4% |
| All | +134.4% | +268.0% | -133.6% | +28.7% |
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