-9.9%
PLUG vs HBM
+291.1%
-301.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -6.8% | -1.3% | -5.6% | -6.3% |
| 30D | -16.0% | -14.8% | -1.2% | -10.5% |
| 3M | -38.7% | -20.7% | -18.1% | -33.0% |
| 6M | -61.4% | -13.9% | -47.4% | -59.6% |
| YTD | -31.0% | +10.6% | -41.6% | -36.1% |
| 1Y | -46.2% | +32.4% | -78.6% | -53.9% |
| 3Y | -61.5% | +432.0% | -493.5% | -80.9% |
| 5Y | -96.9% | +205.5% | -302.3% | -98.2% |
| All | -9.9% | +291.1% | -301.1% | -58.4% |
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