+249.8%
DHR vs PLUG
-25.0%
+274.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.5% | +10.9% | +1.1% |
| 7D | +1.2% | -23.4% | +24.7% | +3.0% |
| 30D | +3.7% | -23.4% | +27.2% | +5.5% |
| 3M | +14.5% | -51.7% | +66.2% | +20.0% |
| 6M | +40.9% | -72.0% | +112.9% | +52.6% |
| YTD | +2.4% | -43.7% | +46.1% | +4.1% |
| 1Y | +6.1% | -55.4% | +61.5% | +9.5% |
| 3Y | +21.0% | -68.0% | +89.0% | +18.1% |
| 5Y | -11.4% | -97.4% | +86.0% | -0.8% |
| All | +249.8% | -25.0% | +274.8% | +204.6% |
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