-61.3%
PLUG vs HALO
+178.8%
-240.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.1% | -9.1% | -9.0% |
| 7D | -3.2% | -19.9% | +16.7% | +1.5% |
| 30D | -18.7% | -6.7% | -12.0% | -18.2% |
| 3M | -35.3% | +0.4% | -35.7% | -36.3% |
| 6M | -56.2% | +60.6% | -116.9% | -62.5% |
| YTD | -30.7% | +53.0% | -83.7% | -40.0% |
| 1Y | -46.7% | +51.4% | -98.1% | -53.8% |
| 3Y | -61.3% | +176.5% | -237.8% | -78.1% |
| All | -61.3% | +178.8% | -240.1% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling