+582.2%
HL vs PLUG
-99.0%
+681.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.4% | +1.1% | +4.2% |
| 7D | +13.8% | +14.5% | -0.7% | +12.3% |
| 30D | -9.7% | -10.7% | +1.0% | -8.7% |
| 3M | -8.5% | -31.2% | +22.7% | -5.2% |
| 6M | -17.2% | -51.9% | +34.8% | -11.3% |
| YTD | -19.6% | -23.9% | +4.2% | -18.5% |
| 1Y | +11.1% | -43.4% | +54.5% | +15.6% |
| 3Y | +299.7% | -74.7% | +374.4% | +304.6% |
| 5Y | +156.5% | -96.3% | +252.8% | +195.8% |
| 10Y | +122.4% | +20.0% | +102.4% | +75.5% |
| All | +582.2% | -99.0% | +681.3% | +533.1% |
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