+15.2%
PLD vs HST
+74.0%
-58.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -2.4% | -1.0% | -1.4% | -2.0% |
| 30D | -2.4% | -12.3% | +9.8% | +3.1% |
| 3M | -3.8% | -6.4% | +2.6% | -1.3% |
| 6M | 0.0% | +15.0% | -15.0% | -6.5% |
| YTD | +9.2% | +30.5% | -21.3% | -3.7% |
| 1Y | +25.9% | +35.7% | -9.8% | +8.8% |
| 3Y | +21.3% | +68.4% | -47.1% | -5.2% |
| All | +15.2% | +74.0% | -58.7% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling