+249.6%
HL vs PLUG
-66.9%
+316.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.5% | +8.6% | -0.4% |
| 7D | -11.1% | -23.4% | +12.3% | -7.8% |
| 30D | -12.1% | -23.4% | +11.4% | -8.8% |
| 3M | -26.1% | -51.7% | +25.6% | -18.5% |
| 6M | -37.7% | -72.0% | +34.2% | -27.1% |
| YTD | -31.7% | -43.7% | +12.0% | -26.6% |
| 1Y | -11.6% | -55.4% | +43.8% | -3.0% |
| 3Y | +249.6% | -68.0% | +317.7% | +272.4% |
| All | +249.6% | -66.9% | +316.5% | +272.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling