+261.0%
PLD vs HUBB
+388.2%
-127.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -1.0% | +1.2% | -2.2% | -1.5% |
| 30D | -1.8% | -6.4% | +4.6% | +0.3% |
| 3M | -6.0% | -14.4% | +8.3% | -1.0% |
| 6M | -8.4% | -9.0% | +0.6% | -6.5% |
| YTD | +4.2% | +0.7% | +3.5% | +1.1% |
| 1Y | +6.2% | -0.3% | +6.5% | +3.2% |
| 3Y | +37.0% | +59.2% | -22.2% | +4.7% |
| 5Y | +1.2% | +130.2% | -129.0% | -35.9% |
| All | +261.0% | +388.2% | -127.2% | +66.8% |
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