+122.4%
HL vs PLD
+248.8%
-126.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +3.1% |
| 7D | +13.8% | +0.7% | +13.1% | +13.5% |
| 30D | -9.7% | +0.8% | -10.5% | -10.1% |
| 3M | -8.5% | -6.1% | -2.4% | -5.5% |
| 6M | -17.2% | -8.0% | -9.1% | -14.0% |
| YTD | -19.6% | +4.7% | -24.3% | -22.1% |
| 1Y | +11.1% | +7.2% | +3.9% | +6.4% |
| 3Y | +299.7% | +39.2% | +260.5% | +225.5% |
| 5Y | +156.5% | +1.9% | +154.6% | +140.6% |
| 10Y | +122.4% | +256.8% | -134.4% | +9.9% |
| All | +122.4% | +248.8% | -126.4% | +9.9% |
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