+164.1%
HON vs PLUG
+25.0%
+139.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.6% | +3.9% |
| 7D | +2.3% | +14.5% | -12.2% | +1.5% |
| 30D | +10.2% | -10.7% | +21.0% | +10.9% |
| 3M | -6.7% | -31.2% | +24.5% | -4.9% |
| 6M | +3.3% | -51.9% | +55.2% | +7.1% |
| YTD | +13.4% | -23.9% | +37.3% | +13.6% |
| 1Y | +14.7% | -43.4% | +58.1% | +16.6% |
| 3Y | +33.4% | -74.7% | +108.1% | +32.5% |
| 5Y | +12.7% | -96.3% | +109.0% | +23.9% |
| 10Y | +164.1% | +20.0% | +144.1% | +118.2% |
| All | +164.1% | +25.0% | +139.1% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling