+74.9%
HBAN vs PLUG
-66.9%
+141.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.5% | +11.1% | +1.0% |
| 7D | +2.3% | -23.4% | +25.7% | +3.4% |
| 30D | +4.8% | -23.4% | +28.2% | +5.9% |
| 3M | -10.1% | -51.7% | +41.6% | -7.4% |
| 6M | +5.0% | -72.0% | +77.0% | +10.4% |
| YTD | -6.1% | -43.7% | +37.5% | -5.3% |
| 1Y | +4.6% | -55.4% | +60.0% | +6.6% |
| 3Y | +74.9% | -68.0% | +142.9% | +73.0% |
| All | +74.9% | -66.9% | +141.8% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling