+99.9%
HLT vs PLUG
-72.9%
+172.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +0.9% |
| 7D | -1.5% | +3.8% | -5.3% | -1.5% |
| 30D | -1.2% | +2.8% | -4.1% | -1.3% |
| 3M | -10.3% | -25.4% | +15.1% | -9.9% |
| 6M | +1.3% | -0.5% | +1.7% | +0.9% |
| YTD | +7.0% | +10.2% | -3.1% | +6.1% |
| 1Y | +11.9% | +53.9% | -42.0% | +9.6% |
| All | +99.9% | -72.9% | +172.8% | +108.0% |
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