+135.5%
HL vs PLUG
+9.2%
+126.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.0% | +1.7% | -6.0% |
| 7D | +8.2% | -3.2% | +11.4% | +8.7% |
| 30D | -16.3% | -18.7% | +2.5% | -13.8% |
| 3M | -18.6% | -35.3% | +16.7% | -13.5% |
| 6M | -23.2% | -56.2% | +33.1% | -14.2% |
| YTD | -25.5% | -30.7% | +5.2% | -22.8% |
| 1Y | -4.8% | -46.7% | +41.9% | +1.7% |
| 3Y | +281.4% | -61.3% | +342.7% | +272.1% |
| 5Y | +137.8% | -96.6% | +234.4% | +199.6% |
| 10Y | +135.5% | +1.1% | +134.4% | +80.7% |
| All | +135.5% | +9.2% | +126.3% | +80.7% |
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