+647.1%
HON vs PLUG
-99.1%
+746.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.4% | -5.4% | +1.5% |
| 7D | +0.8% | +5.8% | -5.1% | +0.4% |
| 30D | +5.7% | -18.5% | +24.3% | +7.1% |
| 3M | -8.3% | -30.0% | +21.6% | -6.4% |
| 6M | -2.4% | -56.2% | +53.8% | +2.3% |
| YTD | +9.0% | -26.4% | +35.4% | +9.4% |
| 1Y | +9.2% | -42.2% | +51.4% | +11.0% |
| 3Y | +26.3% | -76.8% | +103.2% | +25.6% |
| 5Y | +9.1% | -96.2% | +105.4% | +18.7% |
| 10Y | +163.4% | +2.1% | +161.3% | +105.7% |
| All | +647.1% | -99.1% | +746.2% | +450.4% |
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