+499.7%
HCA vs PLUG
+48.6%
+451.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.0% | +8.9% | +5.1% |
| 7D | +4.9% | +3.8% | +1.1% | +4.7% |
| 30D | +1.9% | +2.8% | -1.0% | +1.6% |
| 3M | +12.7% | -25.4% | +38.2% | +14.2% |
| 6M | -22.3% | -0.5% | -21.9% | -23.1% |
| YTD | -9.3% | +10.2% | -19.5% | -11.3% |
| 1Y | +2.7% | +53.9% | -51.2% | -3.0% |
| 3Y | +57.8% | -72.7% | +130.6% | +56.7% |
| 5Y | +70.3% | -91.4% | +161.7% | +78.6% |
| 10Y | +499.7% | +58.4% | +441.3% | +371.4% |
| All | +499.7% | +48.6% | +451.0% | +371.4% |
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 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