-5.2%
DHR vs PLUG
-72.4%
+67.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.4% |
| 7D | -0.8% | +8.1% | -9.0% | -1.2% |
| 30D | +0.2% | +3.7% | -3.4% | 0.0% |
| 3M | +12.1% | -29.2% | +41.2% | +13.9% |
| 6M | +5.4% | +6.1% | -0.7% | +3.8% |
| YTD | -10.0% | +14.7% | -24.7% | -12.3% |
| 1Y | +4.1% | +56.9% | -52.9% | -1.9% |
| 3Y | -5.2% | -71.6% | +66.4% | -5.8% |
| All | -5.2% | -72.4% | +67.3% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling