+404.6%
DHI vs PLUG
+53.3%
+351.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -3.4% | -3.2% | -0.2% | -3.1% |
| 30D | -5.4% | -8.3% | +2.9% | -4.7% |
| 3M | -10.4% | -25.8% | +15.4% | -8.2% |
| 6M | -2.8% | -5.8% | +3.1% | -3.6% |
| YTD | -3.4% | +6.6% | -10.0% | -6.4% |
| 1Y | -22.9% | +39.1% | -62.0% | -28.9% |
| 3Y | +20.7% | -73.7% | +94.4% | +19.6% |
| 5Y | +62.1% | -91.3% | +153.4% | +74.2% |
| All | +404.6% | +53.3% | +351.3% | +296.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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