+49.7%
PLUG vs HBM
+561.4%
-511.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +3.2% |
| 7D | -0.9% | -6.4% | +5.4% | +1.6% |
| 30D | +3.3% | +5.9% | -2.6% | +1.0% |
| 3M | -39.7% | -8.9% | -30.8% | -38.2% |
| 6M | -12.5% | +10.7% | -23.2% | -17.9% |
| YTD | +10.2% | +38.3% | -28.1% | -6.2% |
| 1Y | +50.7% | +121.3% | -70.6% | +6.2% |
| 3Y | -74.5% | +450.6% | -525.1% | -87.3% |
| 5Y | -91.8% | +338.0% | -429.8% | -95.7% |
| All | +49.7% | +561.4% | -511.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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