+1.1%
PLUG vs HBM
+301.8%
-300.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.7% | -5.3% | -7.5% |
| 7D | -3.2% | +2.4% | -5.6% | -4.0% |
| 30D | -18.7% | -16.0% | -2.8% | -13.0% |
| 3M | -35.3% | -21.3% | -14.0% | -29.0% |
| 6M | -56.2% | -12.2% | -44.0% | -54.5% |
| YTD | -30.7% | +10.7% | -41.4% | -35.9% |
| 1Y | -46.7% | +30.3% | -77.0% | -53.9% |
| 3Y | -61.3% | +432.2% | -493.6% | -80.8% |
| 5Y | -96.6% | +218.8% | -315.4% | -98.1% |
| 10Y | +1.1% | +281.4% | -280.2% | -51.4% |
| All | +1.1% | +301.8% | -300.7% | -51.4% |
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