-29.4%
ETHA vs PLUG
-12.9%
-16.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.5% | -3.1% |
| 7D | +0.8% | -0.9% | +1.7% | +1.0% |
| 30D | +27.9% | +3.3% | +24.6% | +26.9% |
| 3M | +38.3% | -39.7% | +78.0% | +50.8% |
| 6M | +14.0% | -12.5% | +26.5% | +14.0% |
| YTD | -17.4% | +10.2% | -27.6% | -21.3% |
| 1Y | -42.7% | +50.7% | -93.4% | -48.9% |
| All | -29.4% | -12.9% | -16.6% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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