+147.5%
HOOD vs PLUG
-96.6%
+244.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | -3.2% | -7.2% | +4.0% | -1.4% |
| 30D | -22.6% | -16.4% | -6.2% | -19.0% |
| 3M | -10.4% | -39.0% | +28.6% | +1.0% |
| 6M | +4.7% | -61.5% | +66.2% | +29.8% |
| YTD | -25.2% | -31.2% | +6.0% | -21.8% |
| 1Y | -35.9% | -46.4% | +10.6% | -29.3% |
| 3Y | +927.7% | -61.6% | +989.3% | +818.6% |
| 5Y | +147.5% | -96.9% | +244.4% | +495.2% |
| All | +147.5% | -96.6% | +244.2% | +495.2% |
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