+272.2%
PLD vs HSY
+131.3%
+140.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | -1.0% | +1.1% | -2.1% | -1.6% |
| 30D | -1.8% | +7.7% | -9.5% | -5.4% |
| 3M | -6.0% | -2.3% | -3.8% | -5.6% |
| 6M | -8.4% | -5.3% | -3.1% | -7.1% |
| YTD | +4.2% | -0.9% | +5.1% | +2.4% |
| 1Y | +6.2% | +5.2% | +1.0% | +1.2% |
| 3Y | +37.0% | +0.7% | +36.2% | +29.0% |
| 5Y | +1.2% | +12.2% | -11.0% | -12.1% |
| 10Y | +272.2% | +131.1% | +141.1% | +123.2% |
| All | +272.2% | +131.3% | +140.9% | +123.2% |
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