-73.9%
HUBS vs PLUG
-97.5%
+23.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.5% | +11.1% | +2.1% |
| 7D | +8.3% | -23.4% | +31.7% | +12.1% |
| 30D | -4.0% | -23.4% | +19.5% | -0.8% |
| 3M | -9.7% | -51.7% | +42.1% | -0.7% |
| 6M | +21.4% | -72.0% | +93.3% | +42.7% |
| YTD | -45.9% | -43.7% | -2.2% | -44.3% |
| 1Y | -44.4% | -55.4% | +11.0% | -40.9% |
| 3Y | -49.7% | -68.0% | +18.3% | -54.9% |
| All | -73.9% | -97.5% | +23.6% | -42.9% |
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 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