+33.3%
PLD vs HST
+77.0%
-43.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | -2.7% | +1.9% | +0.5% |
| 30D | -0.3% | +10.7% | -11.0% | -5.5% |
| 3M | -8.0% | +6.3% | -14.3% | -11.1% |
| 6M | -9.8% | +19.0% | -28.8% | -18.4% |
| YTD | +1.8% | +47.0% | -45.3% | -18.3% |
| 1Y | +5.6% | +53.4% | -47.8% | -17.5% |
| 3Y | +33.3% | +78.0% | -44.7% | -11.5% |
| All | +33.3% | +77.0% | -43.8% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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