+325.8%
HWM vs PLUG
-78.4%
+404.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.4% | -5.0% | +2.3% |
| 7D | +3.3% | +5.8% | -2.5% | +3.2% |
| 30D | -7.6% | -18.5% | +10.9% | -7.3% |
| 3M | -28.9% | -30.0% | +1.0% | -28.6% |
| 6M | -19.7% | -56.2% | +36.5% | -18.8% |
| YTD | +0.5% | -26.4% | +26.9% | +0.4% |
| 1Y | +0.3% | -42.2% | +42.5% | +0.5% |
| 3Y | +325.8% | -76.8% | +402.7% | +317.1% |
| All | +325.8% | -78.4% | +404.2% | +317.1% |
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