+284.2%
HL vs PLUG
+48.6%
+235.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.4% |
| 7D | +0.4% | +3.8% | -3.4% | -0.2% |
| 30D | +18.8% | +2.8% | +16.0% | +18.4% |
| 3M | +43.7% | -25.4% | +69.2% | +49.2% |
| 6M | -1.0% | -0.5% | -0.6% | -1.8% |
| YTD | +8.7% | +10.2% | -1.4% | +5.6% |
| 1Y | +105.0% | +53.9% | +51.1% | +85.5% |
| 3Y | +427.3% | -72.7% | +500.0% | +429.7% |
| 5Y | +249.3% | -91.4% | +340.7% | +286.2% |
| 10Y | +284.2% | +58.4% | +225.8% | +184.7% |
| All | +284.2% | +48.6% | +235.5% | +184.7% |
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