+133.6%
HOOD vs PLUG
-95.1%
+228.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.7% | +6.3% | -0.3% |
| 7D | -5.1% | -2.8% | -2.2% | -4.4% |
| 30D | -25.4% | -18.5% | -6.9% | -21.6% |
| 3M | -14.0% | -35.1% | +21.1% | -4.7% |
| 6M | +5.6% | -56.1% | +61.7% | +26.1% |
| YTD | -28.1% | -30.5% | +2.4% | -25.0% |
| 1Y | -40.1% | -46.5% | +6.3% | -34.1% |
| 3Y | +888.2% | -61.2% | +949.4% | +790.0% |
| 5Y | +135.8% | -96.6% | +232.4% | +339.7% |
| All | +133.6% | -95.1% | +228.6% | +329.3% |
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