+1,118.1%
HD vs PLUG
-99.1%
+1,217.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | -1.1% |
| 7D | +6.4% | -4.9% | +11.3% | +6.7% |
| 30D | +22.1% | -27.4% | +49.5% | +24.5% |
| 3M | -0.2% | -35.7% | +35.5% | +2.5% |
| 6M | +12.6% | -59.3% | +71.9% | +18.4% |
| YTD | +3.9% | -31.5% | +35.4% | +4.5% |
| 1Y | -3.7% | -48.9% | +45.1% | -1.6% |
| 3Y | +27.9% | -79.6% | +107.5% | +28.2% |
| 5Y | +7.8% | -96.5% | +104.3% | +17.8% |
| 10Y | +269.4% | -4.9% | +274.3% | +195.2% |
| All | +1,118.1% | -99.1% | +1,217.2% | +758.7% |
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 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