+243.5%
PLD vs HUM
+152.7%
+90.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.6% |
| 7D | -1.2% | +2.1% | -3.2% | -1.5% |
| 30D | -3.5% | +5.4% | -8.9% | -4.6% |
| 3M | -7.1% | +11.4% | -18.5% | -9.3% |
| 6M | +2.6% | +141.5% | -138.9% | -15.2% |
| YTD | +8.0% | +61.2% | -53.2% | -3.8% |
| 1Y | +22.1% | +49.2% | -27.1% | +10.0% |
| 3Y | +22.3% | -9.0% | +31.3% | +20.9% |
| 5Y | +17.3% | +7.2% | +10.2% | +7.1% |
| All | +243.5% | +152.7% | +90.8% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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