-98.1%
PLUG vs HALO
+2,292.5%
-2,390.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.4% |
| 7D | -6.8% | -22.0% | +15.1% | -1.3% |
| 30D | -16.0% | -8.5% | -7.6% | -14.8% |
| 3M | -38.7% | -0.9% | -37.8% | -39.2% |
| 6M | -61.4% | +53.1% | -114.5% | -66.1% |
| YTD | -31.0% | +51.1% | -82.0% | -39.3% |
| 1Y | -46.2% | +45.0% | -91.2% | -52.4% |
| 3Y | -61.5% | +173.0% | -234.4% | -72.0% |
| 5Y | -96.9% | +163.6% | -260.5% | -97.7% |
| 10Y | -7.5% | +708.3% | -715.8% | -49.6% |
| All | -98.1% | +2,292.5% | -2,390.6% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling