+267.4%
PLD vs HAS
+102.6%
+164.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.6% |
| 7D | +0.8% | +3.3% | -2.5% | -0.2% |
| 30D | +0.5% | +30.5% | -30.1% | -7.5% |
| 3M | -5.5% | +29.9% | -35.4% | -13.0% |
| 6M | -8.3% | +26.5% | -34.9% | -15.4% |
| YTD | +4.3% | +51.9% | -47.6% | -9.5% |
| 1Y | +7.4% | +60.9% | -53.5% | -8.5% |
| 3Y | +37.1% | +215.0% | -177.9% | -7.1% |
| 5Y | +1.3% | +51.5% | -50.2% | -16.0% |
| 10Y | +267.4% | +102.2% | +165.2% | +163.1% |
| All | +267.4% | +102.6% | +164.8% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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