+19.0%
HYG vs PLUG
-91.4%
+110.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.1% |
| 7D | -0.2% | +3.8% | -4.0% | -0.3% |
| 30D | -0.1% | +2.8% | -2.9% | -0.2% |
| 3M | +0.7% | -25.4% | +26.1% | +1.4% |
| 6M | +1.5% | -0.5% | +2.0% | +1.1% |
| YTD | +1.9% | +10.2% | -8.2% | +0.9% |
| 1Y | +3.7% | +53.9% | -50.2% | +0.8% |
| 3Y | +26.5% | -72.7% | +99.2% | +27.6% |
| 5Y | +19.0% | -91.4% | +110.4% | +25.7% |
| All | +19.0% | -91.4% | +110.3% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling