+1,524.1%
HWM vs PLUG
+6.6%
+1,517.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.4% | -4.9% | +1.9% |
| 7D | +3.4% | +5.8% | -2.5% | +2.8% |
| 30D | -7.5% | -18.5% | +11.0% | -6.0% |
| 3M | -28.9% | -30.0% | +1.1% | -26.9% |
| 6M | -19.6% | -56.2% | +36.6% | -14.5% |
| YTD | +0.6% | -26.4% | +27.0% | +0.6% |
| 1Y | +0.3% | -42.2% | +42.6% | +2.2% |
| 3Y | +326.1% | -76.8% | +403.0% | +322.5% |
| 5Y | +525.2% | -96.2% | +621.4% | +634.9% |
| All | +1,524.1% | +6.6% | +1,517.5% | +1,014.8% |
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