+106.1%
HBAN vs PLUG
-2.5%
+108.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.3% |
| 7D | -1.1% | -7.2% | +6.1% | -0.6% |
| 30D | +3.1% | -16.4% | +19.5% | +4.5% |
| 3M | -9.8% | -39.0% | +29.2% | -6.2% |
| 6M | +1.4% | -61.5% | +62.9% | +8.7% |
| YTD | -5.8% | -31.2% | +25.4% | -5.3% |
| 1Y | +4.2% | -46.4% | +50.7% | +6.8% |
| 3Y | +74.9% | -61.6% | +136.5% | +66.8% |
| 5Y | +21.7% | -96.9% | +118.5% | +40.9% |
| 10Y | +106.1% | -7.8% | +113.9% | +83.9% |
| All | +106.1% | -2.5% | +108.6% | +83.9% |
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