+58.4%
PLUG vs HALO
+924.7%
-866.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.7% |
| 7D | +3.8% | -2.1% | +5.9% | +4.6% |
| 30D | +2.8% | +4.6% | -1.8% | +0.9% |
| 3M | -25.4% | +50.2% | -75.7% | -37.1% |
| 6M | -0.5% | +57.6% | -58.1% | -18.3% |
| YTD | +10.2% | +59.6% | -49.4% | -10.2% |
| 1Y | +53.9% | +41.2% | +12.7% | +30.9% |
| 3Y | -72.7% | +178.9% | -251.6% | -83.8% |
| 5Y | -91.4% | +160.1% | -251.5% | -94.8% |
| 10Y | +58.4% | +967.5% | -909.1% | -28.6% |
| All | +58.4% | +924.7% | -866.3% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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