+1,747.8%
PLD vs HSY
+998.4%
+749.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -2.4% | -3.3% | +0.9% | -1.0% |
| 30D | -2.4% | -2.8% | +0.4% | -1.3% |
| 3M | -3.8% | -4.5% | +0.7% | -2.4% |
| 6M | 0.0% | -24.2% | +24.2% | +11.6% |
| YTD | +9.2% | -2.7% | +12.0% | +9.0% |
| 1Y | +25.9% | -3.7% | +29.7% | +25.7% |
| 3Y | +21.3% | -11.5% | +32.8% | +22.8% |
| 5Y | +14.1% | +10.3% | +3.8% | +4.0% |
| 10Y | +237.9% | +122.1% | +115.7% | +126.6% |
| All | +1,747.8% | +998.4% | +749.4% | +657.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling