+1.1%
PLUG vs HDB
+61.4%
-60.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.7% | -9.7% | -9.3% |
| 7D | -3.2% | +12.7% | -15.9% | -8.4% |
| 30D | -18.7% | +16.6% | -35.4% | -24.5% |
| 3M | -35.3% | +10.8% | -46.1% | -38.7% |
| 6M | -56.2% | +3.8% | -60.1% | -57.8% |
| YTD | -30.7% | -28.9% | -1.8% | -20.3% |
| 1Y | -46.7% | -28.0% | -18.7% | -39.1% |
| 3Y | -61.3% | -7.2% | -54.2% | -62.9% |
| 5Y | -96.6% | -22.2% | -74.4% | -96.4% |
| 10Y | +1.1% | +63.6% | -62.4% | -6.6% |
| All | +1.1% | +61.4% | -60.3% | -6.6% |
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