+167.4%
PLD vs HUT
+218.4%
-51.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.3% | -5.5% | +2.4% |
| 7D | +0.7% | +3.7% | -3.0% | +0.2% |
| 30D | +0.8% | -32.3% | +33.2% | +2.3% |
| 3M | -6.1% | -35.6% | +29.5% | -4.8% |
| 6M | -8.0% | -42.1% | +34.1% | -6.9% |
| YTD | +4.7% | +24.1% | -19.5% | +0.8% |
| 1Y | +7.2% | +27.9% | -20.7% | +2.6% |
| 3Y | +39.2% | +409.1% | -369.9% | +17.4% |
| 5Y | +1.9% | -25.9% | +27.8% | -12.1% |
| All | +167.4% | +218.4% | -51.0% | +89.0% |
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