+2.5%
HUM vs PLUG
-91.6%
+94.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.8% | +0.2% |
| 7D | +2.1% | +8.1% | -6.1% | +1.8% |
| 30D | +4.7% | +3.7% | +1.0% | +4.5% |
| 3M | +13.5% | -29.2% | +42.7% | +14.7% |
| 6M | +126.7% | +6.1% | +120.6% | +125.1% |
| YTD | +58.5% | +14.7% | +43.8% | +56.4% |
| 1Y | +31.7% | +56.9% | -25.2% | +27.8% |
| 3Y | -10.6% | -71.6% | +61.0% | -11.6% |
| 5Y | +2.5% | -91.0% | +93.5% | -2.1% |
| All | +2.5% | -91.6% | +94.0% | -2.1% |
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