+47.4%
HAL vs PLUG
-96.5%
+143.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.0% | +8.9% | +0.5% |
| 7D | -6.5% | -3.2% | -3.3% | -6.4% |
| 30D | -2.1% | -18.7% | +16.6% | -1.0% |
| 3M | -4.9% | -35.3% | +30.5% | -2.6% |
| 6M | -19.3% | -56.2% | +37.0% | -15.8% |
| YTD | +14.3% | -30.7% | +45.0% | +14.5% |
| 1Y | +17.3% | -46.7% | +64.0% | +19.2% |
| 3Y | -10.9% | -61.3% | +50.4% | -15.0% |
| 5Y | +47.4% | -96.6% | +144.0% | +81.8% |
| All | +47.4% | -96.5% | +143.9% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling