+1,481.0%
HWM vs PLUG
-1.4%
+1,482.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.7% | +10.0% | +2.1% |
| 7D | -1.8% | -2.8% | +1.1% | -1.6% |
| 30D | -2.7% | -18.5% | +15.8% | -1.1% |
| 3M | -22.7% | -35.1% | +12.3% | -20.1% |
| 6M | -18.9% | -56.1% | +37.1% | -13.8% |
| YTD | +7.1% | -30.5% | +37.5% | +7.5% |
| 1Y | +4.7% | -46.5% | +51.2% | +7.3% |
| 3Y | +345.6% | -61.2% | +406.8% | +319.5% |
| 5Y | +588.3% | -96.6% | +684.9% | +717.0% |
| All | +1,481.0% | -1.4% | +1,482.5% | +992.6% |
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