+15.1%
PLUG vs HBM
+376.3%
-361.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +6.8% |
| 7D | +5.8% | -3.6% | +9.5% | +7.5% |
| 30D | -18.5% | -19.2% | +0.6% | -11.4% |
| 3M | -30.0% | -20.5% | -9.4% | -23.4% |
| 6M | -56.2% | -12.8% | -43.4% | -54.4% |
| YTD | -26.4% | +5.4% | -31.8% | -30.6% |
| 1Y | -42.2% | +33.0% | -75.2% | -50.5% |
| 3Y | -76.8% | +357.3% | -434.2% | -87.9% |
| 5Y | -96.2% | +210.4% | -306.6% | -97.8% |
| All | +15.1% | +376.3% | -361.2% | -41.8% |
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