+22.2%
PLD vs HLT
+99.5%
-77.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.4% |
| 7D | -0.7% | -1.5% | +0.8% | 0.0% |
| 30D | -2.2% | -1.2% | -1.0% | -1.8% |
| 3M | -7.4% | -10.3% | +3.0% | -2.9% |
| 6M | +1.9% | +1.3% | +0.7% | +0.4% |
| YTD | +7.9% | +7.0% | +0.9% | +3.3% |
| 1Y | +25.1% | +11.9% | +13.2% | +16.8% |
| All | +22.2% | +99.5% | -77.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 3y: compounded portfolio wealth divided by compounded HLT 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…
3y analysis · Full analysis span regression · 6 months rolling