+698.7%
HUBS vs PLUG
-50.1%
+748.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -3.5% |
| 7D | -4.3% | +8.1% | -12.4% | -5.4% |
| 30D | +14.2% | +3.7% | +10.6% | +13.4% |
| 3M | +15.5% | -29.2% | +44.7% | +20.6% |
| 6M | -18.9% | +6.1% | -25.0% | -21.9% |
| YTD | -40.1% | +14.7% | -54.8% | -43.8% |
| 1Y | -51.8% | +56.9% | -108.7% | -58.6% |
| 3Y | -55.2% | -71.6% | +16.4% | -57.2% |
| 5Y | -64.7% | -91.0% | +26.4% | -59.1% |
| 10Y | +327.0% | +55.9% | +271.1% | +199.5% |
| All | +698.7% | -50.1% | +748.8% | +539.7% |
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