+166.5%
PLD vs HUT
+217.0%
-50.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.8% | -10.9% | +11.7% | +1.1% |
| 30D | +0.5% | -32.6% | +33.1% | +2.0% |
| 3M | -5.5% | -33.7% | +28.2% | -4.3% |
| 6M | -8.3% | -42.3% | +34.0% | -7.2% |
| YTD | +4.3% | +23.6% | -19.3% | +0.5% |
| 1Y | +7.4% | +20.4% | -12.9% | +3.1% |
| 3Y | +37.1% | +423.2% | -386.2% | +15.4% |
| 5Y | +1.3% | -19.4% | +20.7% | -12.8% |
| All | +166.5% | +217.0% | -50.5% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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