+257.2%
PLD vs HCA
+675.7%
-418.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.3% | +0.8% | +0.5% | +1.1% |
| 30D | -1.4% | +6.1% | -7.5% | -3.3% |
| 3M | -8.2% | +21.4% | -29.6% | -13.8% |
| 6M | -8.0% | +17.2% | -25.2% | -13.1% |
| YTD | +3.2% | +7.5% | -4.3% | -0.6% |
| 1Y | +7.0% | +6.2% | +0.9% | +3.4% |
| 3Y | +38.3% | +122.0% | -83.7% | +3.8% |
| 5Y | +0.2% | +112.2% | -112.0% | -25.5% |
| All | +257.2% | +675.7% | -418.5% | +101.4% |
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