+24.4%
PLD vs HUM
-11.4%
+35.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -0.9% | +2.1% | -2.9% | -1.0% |
| 30D | -1.2% | +4.7% | -5.9% | -1.4% |
| 3M | -2.3% | +13.5% | -15.8% | -3.0% |
| 6M | +4.5% | +126.7% | -122.2% | -0.6% |
| YTD | +10.1% | +58.5% | -48.4% | +6.6% |
| 1Y | +25.9% | +31.7% | -5.8% | +23.0% |
| 3Y | +24.4% | -10.6% | +35.0% | +22.5% |
| All | +24.4% | -11.4% | +35.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling