+232.1%
HPE vs PLUG
-96.4%
+328.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.4% | -6.0% | +0.5% |
| 7D | -18.7% | +5.8% | -24.6% | -19.2% |
| 30D | -37.9% | -18.5% | -19.4% | -36.4% |
| 3M | -14.4% | -30.0% | +15.6% | -11.0% |
| 6M | +48.2% | -56.2% | +104.4% | +61.1% |
| YTD | +88.6% | -26.4% | +115.0% | +91.6% |
| 1Y | +94.8% | -42.2% | +137.0% | +102.2% |
| 3Y | +202.7% | -76.8% | +279.5% | +209.0% |
| All | +232.1% | -96.4% | +328.5% | +302.0% |
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