+66.1%
HBAN vs PLUG
-98.6%
+164.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.4% |
| 7D | +0.7% | -0.9% | +1.6% | +0.7% |
| 30D | -3.2% | +3.3% | -6.6% | -3.6% |
| 3M | +4.0% | -39.7% | +43.7% | +8.2% |
| 6M | +3.1% | -12.5% | +15.6% | +2.9% |
| YTD | 0.0% | +10.2% | -10.1% | -3.1% |
| 1Y | -1.2% | +50.7% | -51.9% | -8.7% |
| 3Y | +72.5% | -74.5% | +147.0% | +70.0% |
| 5Y | +39.3% | -91.8% | +131.1% | +45.8% |
| 10Y | +157.3% | +43.7% | +113.6% | +83.2% |
| All | +66.1% | -98.6% | +164.8% | +6.4% |
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