-74.6%
PLUG vs HBM
+455.0%
-529.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +3.4% |
| 7D | -0.9% | -6.4% | +5.4% | +2.6% |
| 30D | +3.3% | +5.9% | -2.6% | 0.0% |
| 3M | -39.7% | -8.9% | -30.8% | -37.7% |
| 6M | -12.5% | +10.7% | -23.2% | -20.7% |
| YTD | +10.2% | +38.3% | -28.1% | -15.6% |
| 1Y | +50.7% | +121.3% | -70.6% | -16.5% |
| All | -74.6% | +455.0% | -529.7% | -94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling