+138.4%
HON vs PLUG
+56.9%
+81.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.9% |
| 7D | -0.8% | +8.1% | -9.0% | -1.3% |
| 30D | -15.2% | +3.7% | -18.8% | -15.4% |
| 3M | -6.0% | -29.2% | +23.2% | -4.3% |
| 6M | -14.9% | +6.1% | -21.0% | -15.8% |
| YTD | +3.2% | +14.7% | -11.6% | +1.0% |
| 1Y | 0.0% | +56.9% | -56.9% | -5.3% |
| 3Y | +21.5% | -71.6% | +93.1% | +20.3% |
| 5Y | +4.0% | -91.0% | +95.1% | +8.0% |
| 10Y | +138.4% | +55.9% | +82.5% | +96.9% |
| All | +138.4% | +56.9% | +81.4% | +96.9% |
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