+20.0%
PLUG vs HBM
+328.6%
-308.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.0% | -5.5% | -0.1% |
| 7D | +14.5% | +5.0% | +9.5% | +12.3% |
| 30D | -10.7% | -12.7% | +2.0% | -5.8% |
| 3M | -31.2% | -17.4% | -13.8% | -26.0% |
| 6M | -51.9% | -8.9% | -43.1% | -50.8% |
| YTD | -23.9% | +14.9% | -38.8% | -30.7% |
| 1Y | -43.4% | +41.4% | -84.8% | -52.8% |
| 3Y | -74.7% | +462.1% | -536.8% | -87.8% |
| 5Y | -96.3% | +224.0% | -320.3% | -97.9% |
| 10Y | +20.0% | +320.9% | -300.9% | -43.0% |
| All | +20.0% | +328.6% | -308.6% | -43.0% |
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