+256.8%
PLD vs HUBB
+413.4%
-156.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.8% |
| 7D | +0.7% | +1.8% | -1.1% | -0.1% |
| 30D | +0.8% | -6.9% | +7.7% | +3.2% |
| 3M | -6.1% | -13.8% | +7.7% | -1.3% |
| 6M | -8.0% | -9.8% | +1.8% | -5.8% |
| YTD | +4.7% | +0.3% | +4.4% | +1.7% |
| 1Y | +7.2% | -3.3% | +10.6% | +5.5% |
| 3Y | +39.2% | +61.0% | -21.8% | +5.9% |
| 5Y | +1.9% | +128.5% | -126.6% | -35.2% |
| 10Y | +256.8% | +398.9% | -142.2% | +67.5% |
| All | +256.8% | +413.4% | -156.6% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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