+255.0%
HL vs PLUG
-78.4%
+333.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.4% | -5.4% | +1.0% |
| 7D | +8.9% | +5.8% | +3.1% | +8.1% |
| 30D | -10.1% | -18.5% | +8.5% | -7.7% |
| 3M | -7.0% | -30.0% | +22.9% | -2.6% |
| 6M | -18.8% | -56.2% | +37.4% | -10.3% |
| YTD | -23.1% | -26.4% | +3.3% | -20.5% |
| 1Y | +8.9% | -42.2% | +51.1% | +15.1% |
| 3Y | +255.0% | -76.8% | +331.8% | +287.7% |
| All | +255.0% | -78.4% | +333.4% | +287.7% |
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 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