+365.4%
HPE vs PLUG
+25.0%
+340.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.4% | +2.7% | +5.8% |
| 7D | -7.1% | +14.5% | -21.6% | -8.3% |
| 30D | -35.3% | -10.7% | -24.6% | -34.5% |
| 3M | -10.4% | -31.2% | +20.7% | -7.2% |
| 6M | +52.5% | -51.9% | +104.4% | +62.8% |
| YTD | +100.3% | -23.9% | +124.1% | +102.3% |
| 1Y | +106.4% | -43.4% | +149.8% | +113.7% |
| 3Y | +227.4% | -74.7% | +302.1% | +228.0% |
| 5Y | +250.6% | -96.3% | +346.9% | +301.1% |
| 10Y | +365.4% | +20.0% | +345.4% | +279.8% |
| All | +365.4% | +25.0% | +340.4% | +279.8% |
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