+215.7%
HUT vs PLUG
-27.0%
+242.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.0% | +8.6% | +2.8% |
| 7D | -10.9% | -3.2% | -7.8% | -10.2% |
| 30D | -32.6% | -18.7% | -13.9% | -27.1% |
| 3M | -33.7% | -35.3% | +1.6% | -22.3% |
| 6M | -42.3% | -56.2% | +13.9% | -22.8% |
| YTD | +23.6% | -30.7% | +54.3% | +37.6% |
| 1Y | +20.4% | -46.7% | +67.0% | +44.1% |
| 3Y | +423.2% | -61.3% | +484.6% | +412.8% |
| 5Y | -19.4% | -96.6% | +77.2% | +84.2% |
| All | +215.7% | -27.0% | +242.7% | +461.8% |
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