+257.9%
HD vs PLUG
+25.0%
+232.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.6% | +2.7% |
| 7D | +3.6% | +14.5% | -10.9% | +2.6% |
| 30D | +21.6% | -10.7% | +32.3% | +22.3% |
| 3M | +0.1% | -31.2% | +31.3% | +2.4% |
| 6M | +13.0% | -51.9% | +64.9% | +17.7% |
| YTD | +4.9% | -23.9% | +28.8% | +4.6% |
| 1Y | -2.1% | -43.4% | +41.3% | -0.5% |
| 3Y | +32.6% | -74.7% | +107.3% | +31.0% |
| 5Y | +8.2% | -96.3% | +104.6% | +21.0% |
| 10Y | +257.9% | +20.0% | +237.9% | +181.7% |
| All | +257.9% | +25.0% | +232.9% | +181.7% |
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