+563.0%
HWM vs PLUG
-96.4%
+659.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.6% | +4.9% |
| 7D | +1.6% | +14.5% | -12.9% | +0.8% |
| 30D | -3.9% | -10.7% | +6.8% | -3.4% |
| 3M | -23.2% | -31.2% | +8.0% | -21.7% |
| 6M | -20.0% | -51.9% | +31.9% | -17.1% |
| YTD | +5.7% | -23.9% | +29.6% | +5.4% |
| 1Y | +4.9% | -43.4% | +48.3% | +6.3% |
| 3Y | +347.0% | -74.7% | +421.7% | +347.3% |
| 5Y | +563.0% | -96.3% | +659.3% | +692.0% |
| All | +563.0% | -96.4% | +659.4% | +692.0% |
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