+208.4%
DHR vs PLUG
+56.9%
+151.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.5% |
| 7D | -0.8% | +8.1% | -9.0% | -1.4% |
| 30D | +0.2% | +3.7% | -3.4% | -0.1% |
| 3M | +12.1% | -29.2% | +41.2% | +14.3% |
| 6M | +5.4% | +6.1% | -0.7% | +3.6% |
| YTD | -10.0% | +14.7% | -24.7% | -12.6% |
| 1Y | +4.1% | +56.9% | -52.9% | -2.8% |
| 3Y | -5.2% | -71.6% | +66.4% | -6.9% |
| 5Y | -28.2% | -91.0% | +62.8% | -25.8% |
| 10Y | +208.4% | +55.9% | +152.5% | +158.3% |
| All | +208.4% | +56.9% | +151.4% | +158.3% |
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