+359.8%
HUT vs PLUG
-78.4%
+438.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +7.4% | +7.2% | +12.4% |
| 7D | -11.4% | +5.8% | -17.2% | -12.7% |
| 30D | -41.0% | -18.5% | -22.5% | -37.1% |
| 3M | -41.9% | -30.0% | -12.0% | -35.4% |
| 6M | -51.7% | -56.2% | +4.5% | -38.8% |
| YTD | +14.6% | -26.4% | +41.0% | +24.7% |
| 1Y | +21.4% | -42.2% | +63.6% | +38.7% |
| 3Y | +359.8% | -76.8% | +436.7% | +411.4% |
| All | +359.8% | -78.4% | +438.2% | +411.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling