+272.2%
PLD vs HAL
-17.4%
+289.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.4% | -0.6% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -1.8% | +1.0% | -2.9% | -2.1% |
| 3M | -6.0% | -2.1% | -3.9% | -6.0% |
| 6M | -8.4% | -17.5% | +9.1% | -5.8% |
| YTD | +4.2% | +18.1% | -13.9% | 0.0% |
| 1Y | +6.2% | +19.7% | -13.5% | +1.6% |
| 3Y | +37.0% | -7.9% | +44.9% | +34.6% |
| 5Y | +1.2% | +53.1% | -51.9% | -11.3% |
| 10Y | +272.2% | -16.8% | +289.0% | +183.4% |
| All | +272.2% | -17.4% | +289.6% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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