+686.6%
HCA vs PLUG
-2.2%
+688.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.4% |
| 7D | -0.9% | -6.8% | +5.9% | -0.6% |
| 30D | +10.3% | -16.0% | +26.4% | +11.3% |
| 3M | +23.2% | -38.7% | +62.0% | +26.3% |
| 6M | +19.1% | -61.4% | +80.5% | +24.7% |
| YTD | +9.0% | -31.0% | +39.9% | +9.1% |
| 1Y | +10.2% | -46.2% | +56.5% | +11.8% |
| 3Y | +122.4% | -61.5% | +183.9% | +114.1% |
| 5Y | +116.3% | -96.9% | +213.1% | +143.9% |
| 10Y | +686.6% | -7.5% | +694.1% | +560.1% |
| All | +686.6% | -2.2% | +688.7% | +560.1% |
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