+23.2%
PLD vs HTZ
-92.5%
+115.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.1% | -0.5% |
| 7D | -0.8% | -14.6% | +13.8% | +0.3% |
| 30D | -0.3% | -20.8% | +20.5% | +1.4% |
| 3M | -8.0% | -18.8% | +10.8% | -7.4% |
| 6M | -9.8% | -74.7% | +64.9% | -0.5% |
| YTD | +1.8% | -68.1% | +69.9% | +8.8% |
| 1Y | +5.6% | -73.5% | +79.1% | +14.7% |
| 3Y | +33.3% | -81.8% | +115.1% | +41.7% |
| 5Y | +0.3% | -95.2% | +95.5% | +17.3% |
| All | +23.2% | -92.5% | +115.7% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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