+249.9%
PLD vs HCA
+487.9%
-238.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -7.0% | -3.6% |
| 7D | -0.7% | +4.9% | -5.6% | -2.2% |
| 30D | -2.2% | +1.9% | -4.1% | -2.9% |
| 3M | -7.4% | +12.7% | -20.1% | -11.2% |
| 6M | +1.9% | -22.3% | +24.3% | +9.5% |
| YTD | +7.9% | -9.3% | +17.2% | +9.9% |
| 1Y | +25.1% | +2.7% | +22.4% | +21.9% |
| 3Y | +21.9% | +57.8% | -35.9% | +1.6% |
| 5Y | +16.3% | +70.3% | -54.0% | -7.7% |
| 10Y | +249.9% | +499.7% | -249.8% | +85.7% |
| All | +249.9% | +487.9% | -238.0% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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