+215.7%
HUT vs PLUG
-26.7%
+242.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.7% | +8.2% | +2.7% |
| 7D | -10.9% | -2.8% | -8.1% | -10.3% |
| 30D | -32.6% | -18.5% | -14.2% | -27.2% |
| 3M | -33.7% | -35.1% | +1.3% | -22.4% |
| 6M | -42.3% | -56.1% | +13.7% | -22.8% |
| YTD | +23.6% | -30.5% | +54.0% | +37.5% |
| 1Y | +20.4% | -46.5% | +66.8% | +43.9% |
| 3Y | +423.2% | -61.2% | +484.4% | +412.2% |
| 5Y | -19.4% | -96.6% | +77.2% | +84.0% |
| All | +215.7% | -26.7% | +242.4% | +461.1% |
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 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