-19.1%
HAL vs PLUG
+25.0%
-44.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.2% |
| 7D | -7.9% | +14.5% | -22.4% | -9.2% |
| 30D | -2.1% | -10.7% | +8.7% | -1.2% |
| 3M | +0.4% | -31.2% | +31.6% | +3.7% |
| 6M | -19.2% | -51.9% | +32.7% | -14.4% |
| YTD | +14.4% | -23.9% | +38.2% | +13.9% |
| 1Y | +18.0% | -43.4% | +61.4% | +20.6% |
| 3Y | -9.7% | -74.7% | +65.0% | -11.6% |
| 5Y | +40.1% | -96.3% | +136.5% | +65.8% |
| 10Y | -19.1% | +20.0% | -39.1% | -41.4% |
| All | -19.1% | +25.0% | -44.1% | -41.4% |
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