+272.4%
PLD vs HCA
+665.4%
-393.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +0.8% | +9.0% | -8.2% | -1.9% |
| 30D | +0.5% | +11.8% | -11.4% | -3.1% |
| 3M | -5.5% | +22.1% | -27.6% | -11.5% |
| 6M | -8.3% | +16.4% | -24.7% | -13.2% |
| YTD | +4.3% | +8.6% | -4.3% | +0.2% |
| 1Y | +7.4% | +10.6% | -3.1% | +2.4% |
| 3Y | +37.1% | +121.7% | -84.6% | +2.9% |
| 5Y | +1.3% | +114.5% | -113.1% | -25.0% |
| All | +272.4% | +665.4% | -393.0% | +104.1% |
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