+420.1%
HUT vs PLUG
+16.0%
+404.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.3% | +5.2% |
| 7D | +17.8% | -0.9% | +18.7% | +18.2% |
| 30D | +0.8% | +3.3% | -2.5% | -0.4% |
| 3M | -26.8% | -39.7% | +12.9% | -12.3% |
| 6M | +72.6% | -12.5% | +85.1% | +78.6% |
| YTD | +103.6% | +10.2% | +93.5% | +91.4% |
| 1Y | +265.3% | +50.7% | +214.6% | +189.5% |
| 3Y | +689.4% | -74.5% | +763.9% | +770.0% |
| 5Y | +75.3% | -91.8% | +167.1% | +201.6% |
| All | +420.1% | +16.0% | +404.1% | +681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling