+537.1%
HST vs PLUG
-98.6%
+635.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | 0.0% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | -12.3% | +3.3% | -15.6% | -12.6% |
| 3M | -6.4% | -39.7% | +33.4% | -2.1% |
| 6M | +15.0% | -12.5% | +27.5% | +14.8% |
| YTD | +30.5% | +10.2% | +20.4% | +26.3% |
| 1Y | +35.7% | +50.7% | -15.0% | +24.4% |
| 3Y | +68.4% | -74.5% | +142.9% | +66.0% |
| 5Y | +73.1% | -91.8% | +164.9% | +83.0% |
| 10Y | +92.7% | +43.7% | +49.0% | +34.4% |
| All | +537.1% | -98.6% | +635.7% | +287.9% |
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 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