+296.5%
HPQ vs PLUG
-99.1%
+395.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.4% | -10.7% | -3.9% |
| 7D | -1.1% | +5.8% | -7.0% | -1.6% |
| 30D | -11.7% | -18.5% | +6.8% | -10.4% |
| 3M | +2.0% | -30.0% | +31.9% | +4.6% |
| 6M | +35.9% | -56.2% | +92.0% | +43.7% |
| YTD | +32.7% | -26.4% | +59.1% | +32.9% |
| 1Y | +14.3% | -42.2% | +56.5% | +16.5% |
| 3Y | +17.8% | -76.8% | +94.7% | +17.7% |
| 5Y | +7.6% | -96.2% | +103.8% | +19.8% |
| 10Y | +171.7% | +2.1% | +169.6% | +111.5% |
| All | +296.5% | -99.1% | +395.6% | +191.0% |
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 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