+161.4%
HAL vs PLUG
-99.1%
+260.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.5% | +4.3% | -2.6% |
| 7D | -11.1% | -4.9% | -6.2% | -10.7% |
| 30D | -2.4% | -27.4% | +25.0% | +0.2% |
| 3M | +0.8% | -35.7% | +36.5% | +4.4% |
| 6M | -22.8% | -59.3% | +36.5% | -17.3% |
| YTD | +14.5% | -31.5% | +46.0% | +15.4% |
| 1Y | +20.2% | -48.9% | +69.0% | +23.9% |
| 3Y | -15.2% | -79.6% | +64.4% | -15.0% |
| 5Y | +42.5% | -96.5% | +139.0% | +60.8% |
| 10Y | -16.5% | -4.9% | -11.6% | -38.0% |
| All | +161.4% | -99.1% | +260.5% | +82.7% |
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 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