+249.9%
PLD vs HUBB
+427.3%
-177.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | -0.7% | +1.1% | -1.8% | -1.1% |
| 30D | -2.2% | -9.6% | +7.4% | +1.4% |
| 3M | -7.4% | -6.2% | -1.2% | -6.1% |
| 6M | +1.9% | -6.2% | +8.1% | +2.6% |
| YTD | +7.9% | +3.4% | +4.5% | +4.0% |
| 1Y | +25.1% | +5.3% | +19.8% | +19.1% |
| 3Y | +21.9% | +44.4% | -22.5% | -2.3% |
| 5Y | +16.3% | +152.4% | -136.1% | -28.7% |
| 10Y | +249.9% | +437.0% | -187.2% | +53.2% |
| All | +249.9% | +427.3% | -177.4% | +53.2% |
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