+122.6%
HST vs PLUG
-16.2%
+138.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.8% | +7.8% | -0.1% |
| 7D | +3.6% | -8.1% | +11.8% | +4.3% |
| 30D | +9.9% | -20.5% | +30.4% | +12.2% |
| 3M | +12.9% | -45.9% | +58.8% | +19.4% |
| 6M | +22.9% | -65.2% | +88.0% | +34.7% |
| YTD | +52.4% | -37.1% | +89.5% | +55.1% |
| 1Y | +52.5% | -54.6% | +107.1% | +59.9% |
| 3Y | +87.4% | -64.9% | +152.3% | +79.4% |
| 5Y | +82.9% | -97.1% | +180.1% | +120.0% |
| All | +122.6% | -16.2% | +138.8% | +87.9% |
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