+125.1%
HOOD vs PLUG
-95.1%
+220.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -7.5% | -2.8% | -8.5% |
| 7D | -14.4% | -4.9% | -9.5% | -13.3% |
| 30D | -30.0% | -27.4% | -2.6% | -24.4% |
| 3M | -15.5% | -35.7% | +20.2% | -6.1% |
| 6M | +1.8% | -59.3% | +61.1% | +23.9% |
| YTD | -30.7% | -31.5% | +0.8% | -27.4% |
| 1Y | -45.0% | -48.9% | +3.9% | -38.7% |
| 3Y | +709.0% | -79.6% | +788.6% | +780.4% |
| 5Y | +111.8% | -96.5% | +208.3% | +296.7% |
| All | +125.1% | -95.1% | +220.3% | +315.6% |
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 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