-57.6%
HUBS vs PLUG
-72.9%
+15.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -4.1% |
| 7D | -6.2% | +3.8% | -10.1% | -6.4% |
| 30D | +6.6% | +2.8% | +3.8% | +6.4% |
| 3M | +16.4% | -25.4% | +41.9% | +17.8% |
| 6M | -19.7% | -0.5% | -19.3% | -20.5% |
| YTD | -42.6% | +10.2% | -52.8% | -43.6% |
| 1Y | -54.2% | +53.9% | -108.1% | -56.0% |
| All | -57.6% | -72.9% | +15.3% | -57.5% |
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