+6,605.3%
HUM vs PLUG
-98.6%
+6,704.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.4% |
| 7D | +4.2% | -0.9% | +5.1% | +4.2% |
| 30D | +10.4% | +3.3% | +7.0% | +10.1% |
| 3M | +15.1% | -39.7% | +54.8% | +17.8% |
| 6M | +120.9% | -12.5% | +133.4% | +120.8% |
| YTD | +57.9% | +10.2% | +47.8% | +55.1% |
| 1Y | +30.6% | +50.7% | -20.1% | +24.9% |
| 3Y | -9.6% | -74.5% | +64.9% | -10.4% |
| 5Y | +1.6% | -91.8% | +93.4% | +3.7% |
| 10Y | +146.4% | +43.7% | +102.7% | +97.6% |
| All | +6,605.3% | -98.6% | +6,704.0% | +4,060.9% |
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 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