+113.0%
HOOD vs PLUG
-96.4%
+209.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.4% | -4.2% | +1.4% |
| 7D | -4.8% | +5.8% | -10.6% | -6.1% |
| 30D | -26.1% | -18.5% | -7.6% | -22.3% |
| 3M | -10.8% | -30.0% | +19.1% | -2.7% |
| 6M | +2.4% | -56.2% | +58.5% | +22.9% |
| YTD | -28.5% | -26.4% | -2.1% | -26.3% |
| 1Y | -36.3% | -42.2% | +5.9% | -31.1% |
| 3Y | +743.7% | -76.8% | +820.5% | +783.5% |
| All | +113.0% | -96.4% | +209.4% | +369.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling