+1,747.8%
PLD vs HST
+252.4%
+1,495.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -2.4% | -1.0% | -1.4% | -1.9% |
| 30D | -2.4% | -12.3% | +9.8% | +4.9% |
| 3M | -3.8% | -6.4% | +2.6% | -0.6% |
| 6M | 0.0% | +15.0% | -15.0% | -8.5% |
| YTD | +9.2% | +30.5% | -21.3% | -7.4% |
| 1Y | +25.9% | +35.7% | -9.8% | +3.8% |
| 3Y | +21.3% | +68.4% | -47.1% | -13.4% |
| 5Y | +14.1% | +73.1% | -59.0% | -24.6% |
| 10Y | +237.9% | +92.7% | +145.1% | +67.5% |
| All | +1,747.8% | +252.4% | +1,495.5% | +451.4% |
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