+621.7%
HPE vs PLUG
-10.3%
+632.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -4.8% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | -2.3% | +3.3% | -5.6% | -2.7% |
| 3M | -2.9% | -39.7% | +36.9% | +1.8% |
| 6M | +143.6% | -12.5% | +156.1% | +144.4% |
| YTD | +118.5% | +10.2% | +108.4% | +112.8% |
| 1Y | +129.2% | +50.7% | +78.5% | +113.0% |
| 3Y | +212.5% | -74.5% | +287.0% | +212.0% |
| 5Y | +286.9% | -91.8% | +378.7% | +310.8% |
| 10Y | +432.3% | +43.7% | +388.6% | +299.2% |
| All | +621.7% | -10.3% | +632.0% | +441.2% |
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 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