+71.6%
HST vs PLUG
-96.4%
+168.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -0.8% |
| 7D | -2.7% | +5.8% | -8.5% | -3.3% |
| 30D | +10.7% | -18.5% | +29.2% | +12.7% |
| 3M | +6.3% | -30.0% | +36.2% | +9.6% |
| 6M | +19.0% | -56.2% | +75.2% | +27.3% |
| YTD | +47.0% | -26.4% | +73.4% | +47.3% |
| 1Y | +53.4% | -42.2% | +95.7% | +56.9% |
| 3Y | +78.0% | -76.8% | +154.8% | +80.7% |
| All | +71.6% | -96.4% | +168.0% | +132.0% |
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