+509.8%
HWM vs PLUG
-96.6%
+606.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.5% | +1.6% | -5.5% |
| 7D | -2.4% | -4.9% | +2.5% | -2.2% |
| 30D | -13.3% | -27.4% | +14.2% | -11.7% |
| 3M | -31.0% | -35.7% | +4.7% | -29.4% |
| 6M | -17.1% | -59.3% | +42.2% | -13.3% |
| YTD | -1.9% | -31.5% | +29.6% | -1.6% |
| 1Y | -2.4% | -48.9% | +46.4% | -0.5% |
| 3Y | +322.2% | -79.6% | +401.8% | +332.3% |
| 5Y | +509.8% | -96.5% | +606.3% | +620.3% |
| All | +509.8% | -96.6% | +606.5% | +620.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling