+1,643.3%
PLD vs HST
+297.1%
+1,346.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.5% | +1.1% |
| 7D | +0.4% | -4.2% | +4.6% | +2.8% |
| 30D | -0.1% | +9.6% | -9.7% | -5.5% |
| 3M | -7.9% | -1.1% | -6.8% | -7.9% |
| 6M | -7.0% | +21.1% | -28.0% | -17.5% |
| YTD | +3.1% | +47.1% | -44.0% | -18.8% |
| 1Y | +7.1% | +64.0% | -56.9% | -21.1% |
| 3Y | +32.9% | +77.1% | -44.2% | -7.9% |
| 5Y | +1.5% | +71.8% | -70.2% | -32.4% |
| 10Y | +245.9% | +146.3% | +99.6% | +47.0% |
| All | +1,643.3% | +297.1% | +1,346.2% | +384.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling