+71.7%
HST vs PLUG
-91.8%
+163.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | 0.0% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | -12.3% | +3.3% | -15.6% | -12.6% |
| 3M | -6.4% | -39.7% | +33.4% | -2.2% |
| 6M | +15.0% | -12.5% | +27.5% | +14.7% |
| YTD | +30.5% | +10.2% | +20.4% | +26.1% |
| 1Y | +35.7% | +50.7% | -15.0% | +23.4% |
| 3Y | +68.4% | -74.5% | +142.9% | +73.2% |
| All | +71.7% | -91.8% | +163.6% | +105.3% |
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