+2,078.1%
HCA vs PLUG
-82.3%
+2,160.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.8% | +7.8% | -0.7% |
| 7D | -1.3% | -8.1% | +6.8% | -1.0% |
| 30D | +8.7% | -20.5% | +29.2% | +9.7% |
| 3M | +21.0% | -45.9% | +66.8% | +24.1% |
| 6M | +17.0% | -65.2% | +82.1% | +22.0% |
| YTD | +7.8% | -37.1% | +44.9% | +8.5% |
| 1Y | +6.4% | -54.6% | +61.0% | +8.6% |
| 3Y | +120.0% | -64.9% | +184.9% | +114.9% |
| 5Y | +112.9% | -97.1% | +210.0% | +130.4% |
| 10Y | +678.2% | -15.6% | +693.9% | +577.5% |
| All | +2,078.1% | -82.3% | +2,160.4% | +1,982.0% |
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 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