+249.6%
HL vs PLD
+36.4%
+213.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -11.1% | +1.3% | -12.5% | -11.7% |
| 30D | -12.1% | -1.4% | -10.7% | -11.4% |
| 3M | -26.1% | -8.2% | -17.9% | -22.8% |
| 6M | -37.7% | -8.0% | -29.7% | -35.5% |
| YTD | -31.7% | +3.2% | -34.8% | -33.3% |
| 1Y | -11.6% | +7.0% | -18.7% | -15.2% |
| 3Y | +249.6% | +38.3% | +211.4% | +146.5% |
| All | +249.6% | +36.4% | +213.3% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling