-26.5%
PLUG vs HDB
+63.5%
-90.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.5% | -11.0% | -10.7% |
| 7D | -23.4% | +2.7% | -26.2% | -24.4% |
| 30D | -23.4% | +14.1% | -37.6% | -28.1% |
| 3M | -51.7% | +11.8% | -63.6% | -54.4% |
| 6M | -72.0% | +8.2% | -80.1% | -73.5% |
| YTD | -43.7% | -29.3% | -14.3% | -35.0% |
| 1Y | -55.4% | -28.8% | -26.6% | -48.7% |
| 3Y | -68.0% | -7.5% | -60.5% | -69.3% |
| 5Y | -97.4% | -23.1% | -74.4% | -97.3% |
| All | -26.5% | +63.5% | -90.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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