+160.8%
HAL vs PLUG
-99.1%
+259.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.4% | -7.7% | -0.9% |
| 7D | -12.0% | +5.8% | -17.8% | -12.5% |
| 30D | +0.3% | -18.5% | +18.8% | +2.0% |
| 3M | -1.6% | -30.0% | +28.3% | +1.2% |
| 6M | -20.5% | -56.2% | +35.7% | -15.4% |
| YTD | +14.2% | -26.4% | +40.6% | +14.4% |
| 1Y | +18.9% | -42.2% | +61.1% | +21.2% |
| 3Y | -13.7% | -76.8% | +63.1% | -14.6% |
| 5Y | +42.2% | -96.2% | +138.4% | +59.3% |
| 10Y | -16.7% | +2.1% | -18.8% | -38.6% |
| All | +160.8% | -99.1% | +259.8% | +81.1% |
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