-91.0%
PLUG vs HALO
+149.7%
-240.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.9% | +4.8% |
| 7D | +8.1% | +0.5% | +7.6% | +7.8% |
| 30D | +3.7% | +5.0% | -1.4% | +1.5% |
| 3M | -29.2% | +53.1% | -82.3% | -41.0% |
| 6M | +6.1% | +60.8% | -54.7% | -14.1% |
| YTD | +14.7% | +60.9% | -46.2% | -7.5% |
| 1Y | +56.9% | +42.8% | +14.1% | +32.5% |
| 3Y | -71.6% | +181.3% | -252.9% | -84.6% |
| 5Y | -91.0% | +157.6% | -248.6% | -95.4% |
| All | -91.0% | +149.7% | -240.7% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling