+16.3%
PLD vs HUM
+1.5%
+14.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -2.0% |
| 7D | -0.7% | -0.2% | -0.4% | -0.7% |
| 30D | -2.2% | +3.7% | -5.9% | -2.6% |
| 3M | -7.4% | +10.4% | -17.8% | -8.4% |
| 6M | +1.9% | +125.7% | -123.8% | -7.0% |
| YTD | +7.9% | +57.3% | -49.4% | +1.9% |
| 1Y | +25.1% | +48.6% | -23.5% | +18.6% |
| 3Y | +21.9% | -11.3% | +33.2% | +23.2% |
| 5Y | +16.3% | +0.8% | +15.5% | +12.2% |
| All | +16.3% | +1.5% | +14.8% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling