+220.1%
HUT vs PLUG
-40.6%
+260.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -10.5% | +3.4% | -3.3% |
| 7D | +9.3% | -23.4% | +32.8% | +19.9% |
| 30D | -23.1% | -23.4% | +0.3% | -15.2% |
| 3M | -30.6% | -51.7% | +21.1% | -9.8% |
| 6M | -46.9% | -72.0% | +25.1% | -16.6% |
| YTD | +25.3% | -43.7% | +69.0% | +49.9% |
| 1Y | +59.8% | -55.4% | +115.2% | +103.5% |
| 3Y | +467.2% | -68.0% | +535.2% | +492.9% |
| 5Y | -24.6% | -97.4% | +72.8% | +88.9% |
| All | +220.1% | -40.6% | +260.7% | +512.0% |
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