+155.4%
HBAN vs PLUG
+48.6%
+106.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.4% |
| 7D | -1.5% | +3.8% | -5.3% | -1.8% |
| 30D | -5.5% | +2.8% | -8.4% | -5.8% |
| 3M | -0.2% | -25.4% | +25.2% | +1.9% |
| 6M | +5.2% | -0.5% | +5.6% | +3.7% |
| YTD | -2.3% | +10.2% | -12.5% | -5.4% |
| 1Y | -2.2% | +53.9% | -56.1% | -9.9% |
| 3Y | +73.8% | -72.7% | +146.6% | +71.6% |
| 5Y | +35.2% | -91.4% | +126.6% | +43.0% |
| 10Y | +155.4% | +58.4% | +97.0% | +105.7% |
| All | +155.4% | +48.6% | +106.7% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling