-84.4%
PLUG vs HBM
+443.9%
-528.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +6.9% |
| 7D | +5.8% | -3.6% | +9.5% | +7.3% |
| 30D | -18.5% | -19.2% | +0.6% | -12.5% |
| 3M | -30.0% | -20.5% | -9.4% | -24.4% |
| 6M | -56.2% | -12.8% | -43.4% | -54.6% |
| YTD | -26.4% | +5.4% | -31.8% | -29.7% |
| 1Y | -42.2% | +33.0% | -75.2% | -49.1% |
| 3Y | -76.8% | +357.3% | -434.2% | -86.5% |
| 5Y | -96.2% | +210.4% | -306.6% | -97.6% |
| 10Y | +2.1% | +387.1% | -385.0% | -52.3% |
| All | -84.4% | +443.9% | -528.3% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling