+192.7%
HUT vs PLUG
-22.5%
+215.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +7.4% | +7.2% | +11.9% |
| 7D | -11.4% | +5.8% | -17.2% | -13.0% |
| 30D | -41.0% | -18.5% | -22.5% | -36.2% |
| 3M | -41.9% | -30.0% | -12.0% | -33.8% |
| 6M | -51.7% | -56.2% | +4.5% | -35.2% |
| YTD | +14.6% | -26.4% | +41.0% | +25.0% |
| 1Y | +21.4% | -42.2% | +63.6% | +41.3% |
| 3Y | +359.8% | -76.8% | +436.7% | +426.8% |
| 5Y | -27.5% | -96.2% | +68.7% | +60.6% |
| All | +192.7% | -22.5% | +215.2% | +410.5% |
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