+245.3%
HD vs PLUG
-2.2%
+247.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -1.2% | -6.8% | +5.7% | -0.7% |
| 30D | +20.9% | -16.0% | +36.9% | +22.1% |
| 3M | -0.2% | -38.7% | +38.6% | +2.9% |
| 6M | +14.5% | -61.4% | +75.9% | +21.2% |
| YTD | +4.3% | -31.0% | +35.3% | +4.7% |
| 1Y | -3.5% | -46.2% | +42.8% | -1.6% |
| 3Y | +30.1% | -61.5% | +91.6% | +24.9% |
| 5Y | +8.5% | -96.9% | +105.3% | +22.6% |
| 10Y | +245.3% | -7.5% | +252.8% | +177.2% |
| All | +245.3% | -2.2% | +247.4% | +177.2% |
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