+1,747.8%
PLD vs HUBB
+2,190.6%
-442.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -2.4% | +0.5% | -2.9% | -2.7% |
| 30D | -2.4% | -10.0% | +7.6% | +2.7% |
| 3M | -3.8% | -4.8% | +1.0% | -2.8% |
| 6M | 0.0% | -5.6% | +5.6% | +0.5% |
| YTD | +9.2% | +4.7% | +4.6% | +3.5% |
| 1Y | +25.9% | +6.7% | +19.2% | +17.2% |
| 3Y | +21.3% | +45.8% | -24.5% | -9.0% |
| 5Y | +14.1% | +145.9% | -131.8% | -37.2% |
| 10Y | +237.9% | +418.6% | -180.7% | +12.8% |
| All | +1,747.8% | +2,190.6% | -442.8% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling