+114.5%
HCA vs PLUG
-97.5%
+212.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.5% | +10.2% | +0.1% |
| 7D | +0.8% | -23.4% | +24.3% | +1.7% |
| 30D | +6.1% | -23.4% | +29.5% | +7.0% |
| 3M | +21.4% | -51.7% | +73.2% | +24.4% |
| 6M | +17.2% | -72.0% | +89.1% | +22.4% |
| YTD | +7.5% | -43.7% | +51.1% | +8.1% |
| 1Y | +6.2% | -55.4% | +61.6% | +7.8% |
| 3Y | +122.0% | -68.0% | +190.0% | +116.9% |
| All | +114.5% | -97.5% | +212.0% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling