+146.7%
HUM vs PLUG
+54.0%
+92.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.3% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +7.5% | -5.0% | +12.4% | +7.7% |
| 3M | +10.2% | -26.2% | +36.4% | +11.5% |
| 6M | +132.5% | -0.5% | +133.0% | +131.1% |
| YTD | +57.6% | +7.1% | +50.5% | +55.3% |
| 1Y | +48.6% | +46.5% | +2.1% | +43.1% |
| 3Y | -11.2% | -73.5% | +62.3% | -11.9% |
| 5Y | +4.8% | -91.3% | +96.1% | +6.8% |
| All | +146.7% | +54.0% | +92.7% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling