-68.0%
PLUG vs HBM
+424.8%
-492.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.1% | -9.4% | -9.9% |
| 7D | -23.4% | +2.2% | -25.7% | -24.3% |
| 30D | -23.4% | -11.8% | -11.6% | -18.2% |
| 3M | -51.7% | -19.2% | -32.5% | -46.0% |
| 6M | -72.0% | -22.9% | -49.1% | -68.6% |
| YTD | -43.7% | +7.8% | -51.5% | -50.4% |
| 1Y | -55.4% | +34.9% | -90.3% | -66.3% |
| 3Y | -68.0% | +422.2% | -490.2% | -94.5% |
| All | -68.0% | +424.8% | -492.8% | -94.5% |
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