+164.7%
HLT vs PLUG
-97.5%
+262.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.5% | +10.6% | +0.8% |
| 7D | +0.7% | -23.4% | +24.2% | +2.3% |
| 30D | +13.7% | -23.4% | +37.2% | +15.5% |
| 3M | +16.3% | -51.7% | +68.1% | +21.5% |
| 6M | +19.9% | -72.0% | +91.9% | +29.2% |
| YTD | +30.1% | -43.7% | +73.7% | +32.1% |
| 1Y | +38.5% | -55.4% | +93.9% | +42.7% |
| 3Y | +131.0% | -68.0% | +199.1% | +121.3% |
| All | +164.7% | -97.5% | +262.2% | +264.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling