+247.2%
HD vs PLUG
+9.2%
+238.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.0% | +8.3% | -0.1% |
| 7D | +5.2% | -3.2% | +8.4% | +5.4% |
| 30D | +20.7% | -18.7% | +39.5% | +22.2% |
| 3M | +0.8% | -35.3% | +36.1% | +3.5% |
| 6M | +12.2% | -56.2% | +68.5% | +17.6% |
| YTD | +4.2% | -30.7% | +34.9% | +4.6% |
| 1Y | -2.6% | -46.7% | +44.1% | -0.6% |
| 3Y | +30.0% | -61.3% | +91.3% | +24.8% |
| 5Y | +8.1% | -96.6% | +104.7% | +21.4% |
| 10Y | +247.2% | +1.1% | +246.1% | +177.6% |
| All | +247.2% | +9.2% | +238.0% | +177.6% |
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