+423.2%
HUT vs PLUG
-63.1%
+486.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.0% | +8.6% | +2.4% |
| 7D | -10.9% | -3.2% | -7.8% | -10.3% |
| 30D | -32.6% | -18.7% | -13.9% | -28.0% |
| 3M | -33.7% | -35.3% | +1.6% | -24.2% |
| 6M | -42.3% | -56.2% | +13.9% | -26.4% |
| YTD | +23.6% | -30.7% | +54.3% | +37.2% |
| 1Y | +20.4% | -46.7% | +67.0% | +41.3% |
| 3Y | +423.2% | -61.3% | +484.6% | +489.3% |
| All | +423.2% | -63.1% | +486.3% | +489.3% |
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