+247.9%
DHR vs PLUG
+25.0%
+222.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.9% |
| 7D | +3.1% | +14.5% | -11.4% | +2.1% |
| 30D | +7.0% | -10.7% | +17.7% | +7.7% |
| 3M | +15.0% | -31.2% | +46.2% | +17.8% |
| 6M | +37.9% | -51.9% | +89.8% | +43.7% |
| YTD | +3.3% | -23.9% | +27.2% | +3.0% |
| 1Y | +12.8% | -43.4% | +56.2% | +14.6% |
| 3Y | +22.4% | -74.7% | +97.1% | +20.9% |
| 5Y | -9.1% | -96.3% | +87.2% | -0.5% |
| 10Y | +247.9% | +20.0% | +227.9% | +197.0% |
| All | +247.9% | +25.0% | +222.9% | +197.0% |
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