+38.2%
PLD vs HUM
-6.7%
+44.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | 0.0% | +7.7% | -7.7% | -0.4% |
| 30D | -3.7% | +5.8% | -9.5% | -4.1% |
| 3M | -7.9% | +14.3% | -22.3% | -8.7% |
| 6M | -9.2% | +50.9% | -60.1% | -11.6% |
| YTD | +3.1% | +74.9% | -71.8% | -1.3% |
| 1Y | +6.2% | +86.9% | -80.7% | +1.1% |
| All | +38.2% | -6.7% | +44.8% | +37.7% |
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