+449.2%
PLD vs HLT
+653.9%
-204.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -2.4% | -3.3% | +0.9% | -1.2% |
| 30D | -2.4% | -4.1% | +1.6% | -1.0% |
| 3M | -3.8% | -7.9% | +4.1% | -1.1% |
| 6M | 0.0% | +2.2% | -2.1% | -1.1% |
| YTD | +9.2% | +8.5% | +0.8% | +5.7% |
| 1Y | +25.9% | +12.1% | +13.8% | +20.1% |
| 3Y | +21.3% | +107.6% | -86.3% | -6.7% |
| 5Y | +14.1% | +156.4% | -142.2% | -19.5% |
| 10Y | +237.9% | +566.3% | -328.4% | +67.8% |
| All | +449.2% | +653.9% | -204.7% | +167.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling