+19.9%
DHR vs PLUG
-78.4%
+98.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.4% | -5.7% | +1.4% |
| 7D | -0.9% | +5.8% | -6.7% | -1.2% |
| 30D | +5.4% | -18.5% | +23.9% | +6.4% |
| 3M | +15.3% | -30.0% | +45.3% | +17.2% |
| 6M | +32.1% | -56.2% | +88.3% | +36.8% |
| YTD | +1.2% | -26.4% | +27.6% | +0.7% |
| 1Y | +10.1% | -42.2% | +52.3% | +11.0% |
| 3Y | +19.9% | -76.8% | +96.7% | +17.0% |
| All | +19.9% | -78.4% | +98.2% | +17.0% |
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 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