+256.8%
PLD vs HSY
+122.5%
+134.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +4.0% |
| 7D | +0.7% | +1.3% | -0.6% | 0.0% |
| 30D | +0.8% | +6.6% | -5.8% | -2.4% |
| 3M | -6.1% | -4.1% | -2.0% | -4.8% |
| 6M | -8.0% | -5.2% | -2.8% | -6.8% |
| YTD | +4.7% | -2.5% | +7.2% | +3.6% |
| 1Y | +7.2% | +4.7% | +2.5% | +2.2% |
| 3Y | +39.2% | +0.6% | +38.7% | +31.0% |
| 5Y | +1.9% | +11.7% | -9.8% | -11.6% |
| 10Y | +256.8% | +120.0% | +136.8% | +116.3% |
| All | +256.8% | +122.5% | +134.3% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling