+203.6%
HAL vs PLUG
-98.6%
+302.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.8% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +17.0% | +3.3% | +13.7% | +16.5% |
| 3M | -9.7% | -39.7% | +30.1% | -5.9% |
| 6M | +8.6% | -12.5% | +21.1% | +8.3% |
| YTD | +33.0% | +10.2% | +22.8% | +28.8% |
| 1Y | +68.3% | +50.7% | +17.6% | +54.9% |
| 3Y | +0.1% | -74.5% | +74.6% | -1.7% |
| 5Y | +102.6% | -91.8% | +194.4% | +111.0% |
| 10Y | +3.8% | +43.7% | -39.9% | -25.7% |
| All | +203.6% | -98.6% | +302.2% | +103.8% |
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 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