+256.9%
PLD vs HUM
+150.3%
+106.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | 0.0% | +7.7% | -7.7% | -1.5% |
| 30D | -3.7% | +5.8% | -9.5% | -4.9% |
| 3M | -7.9% | +14.3% | -22.3% | -10.6% |
| 6M | -9.2% | +50.9% | -60.1% | -17.1% |
| YTD | +3.1% | +74.9% | -71.8% | -10.0% |
| 1Y | +6.2% | +86.9% | -80.7% | -8.8% |
| 3Y | +35.4% | -6.7% | +42.1% | +34.2% |
| 5Y | +0.1% | +4.8% | -4.7% | -7.1% |
| All | +256.9% | +150.3% | +106.6% | +172.2% |
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