+139.3%
HOOD vs PLUG
-94.6%
+233.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.5% | +2.2% |
| 7D | -0.6% | +14.5% | -15.1% | -3.7% |
| 30D | -23.6% | -10.7% | -12.9% | -21.4% |
| 3M | -10.7% | -31.2% | +20.5% | -2.4% |
| 6M | +8.2% | -51.9% | +60.1% | +26.5% |
| YTD | -26.3% | -23.9% | -2.5% | -24.8% |
| 1Y | -36.1% | -43.4% | +7.3% | -30.6% |
| 3Y | +950.7% | -74.7% | +1,025.4% | +961.9% |
| 5Y | +127.0% | -96.3% | +223.3% | +314.6% |
| All | +139.3% | -94.6% | +233.9% | +330.6% |
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 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