+529.7%
PLD vs HCA
+1,648.5%
-1,118.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -2.4% | -3.1% | +0.7% | -1.4% |
| 30D | -2.4% | -1.1% | -1.3% | -2.2% |
| 3M | -3.8% | +12.2% | -15.9% | -7.5% |
| 6M | 0.0% | -25.3% | +25.4% | +8.6% |
| YTD | +9.2% | -12.9% | +22.2% | +12.7% |
| 1Y | +25.9% | -0.9% | +26.8% | +24.3% |
| 3Y | +21.3% | +47.6% | -26.3% | +4.1% |
| 5Y | +14.1% | +67.0% | -52.8% | -7.8% |
| 10Y | +237.9% | +471.4% | -233.6% | +78.4% |
| All | +529.7% | +1,648.5% | -1,118.8% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling