+59.2%
HAL vs PLUG
-97.5%
+156.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -10.5% | +13.6% | +3.7% |
| 7D | +6.1% | -23.4% | +29.5% | +7.7% |
| 30D | +2.9% | -23.4% | +26.3% | +4.4% |
| 3M | +3.3% | -51.7% | +55.1% | +7.6% |
| 6M | -16.9% | -72.0% | +55.1% | -10.9% |
| YTD | +21.2% | -43.7% | +64.8% | +22.8% |
| 1Y | +27.5% | -55.4% | +83.0% | +31.0% |
| 3Y | -6.4% | -68.0% | +61.6% | -9.9% |
| All | +59.2% | -97.5% | +156.6% | +105.7% |
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