+370.3%
HPE vs PLUG
-25.0%
+395.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.5% | +6.8% | -2.7% |
| 7D | +7.9% | -23.4% | +31.3% | +10.7% |
| 30D | -23.5% | -23.4% | 0.0% | -21.4% |
| 3M | -19.1% | -51.7% | +32.7% | -13.2% |
| 6M | +51.4% | -72.0% | +123.4% | +70.3% |
| YTD | +103.4% | -43.7% | +147.1% | +111.6% |
| 1Y | +114.4% | -55.4% | +169.8% | +127.3% |
| 3Y | +224.7% | -68.0% | +292.7% | +221.9% |
| 5Y | +277.8% | -97.4% | +375.2% | +347.3% |
| All | +370.3% | -25.0% | +395.3% | +299.1% |
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