+4,241.7%
DHR vs PLUG
-98.6%
+4,340.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.8% |
| 7D | -3.9% | -0.9% | -3.0% | -3.8% |
| 30D | +4.0% | +3.3% | +0.7% | +3.8% |
| 3M | +11.5% | -39.7% | +51.2% | +14.4% |
| 6M | +1.9% | -12.5% | +14.4% | +1.7% |
| YTD | -8.9% | +10.2% | -19.1% | -10.8% |
| 1Y | +5.1% | +50.7% | -45.6% | -0.1% |
| 3Y | -10.3% | -74.5% | +64.2% | -11.0% |
| 5Y | -27.8% | -91.8% | +64.0% | -25.7% |
| 10Y | +203.6% | +43.7% | +159.9% | +147.8% |
| All | +4,241.7% | -98.6% | +4,340.3% | +3,554.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling