-49.7%
HUBS vs PLUG
-66.9%
+17.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.5% | +11.1% | +1.1% |
| 7D | +8.3% | -23.4% | +31.7% | +9.5% |
| 30D | -4.0% | -23.4% | +19.5% | -2.9% |
| 3M | -9.7% | -51.7% | +42.1% | -6.9% |
| 6M | +21.4% | -72.0% | +93.3% | +28.3% |
| YTD | -45.9% | -43.7% | -2.2% | -45.5% |
| 1Y | -44.4% | -55.4% | +11.0% | -43.4% |
| 3Y | -49.7% | -68.0% | +18.3% | -50.5% |
| All | -49.7% | -66.9% | +17.2% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling