+618.0%
HST vs PLUG
-99.1%
+717.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.5% | +1.9% | -4.9% |
| 7D | -4.2% | -4.9% | +0.8% | -3.7% |
| 30D | +9.6% | -27.4% | +37.0% | +12.9% |
| 3M | -1.1% | -35.7% | +34.6% | +2.9% |
| 6M | +21.1% | -59.3% | +80.4% | +30.6% |
| YTD | +47.1% | -31.5% | +78.6% | +48.8% |
| 1Y | +64.0% | -48.9% | +112.9% | +70.0% |
| 3Y | +77.1% | -79.6% | +156.7% | +78.3% |
| 5Y | +71.8% | -96.5% | +168.2% | +97.6% |
| 10Y | +146.3% | -4.9% | +151.2% | +78.8% |
| All | +618.0% | -99.1% | +717.2% | +356.8% |
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