+522.9%
HPE vs PLUG
-40.1%
+563.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.4% | -6.0% | +0.6% |
| 7D | -18.7% | +5.8% | -24.6% | -19.2% |
| 30D | -37.9% | -18.5% | -19.4% | -36.6% |
| 3M | -14.4% | -30.0% | +15.6% | -11.4% |
| 6M | +48.2% | -56.2% | +104.4% | +59.8% |
| YTD | +88.6% | -26.4% | +115.0% | +91.2% |
| 1Y | +94.8% | -42.2% | +137.0% | +101.3% |
| 3Y | +202.7% | -76.8% | +279.5% | +205.9% |
| 5Y | +231.6% | -96.2% | +327.9% | +279.8% |
| 10Y | +361.9% | +2.1% | +359.8% | +258.6% |
| All | +522.9% | -40.1% | +563.0% | +386.2% |
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