-42.1%
PLUG vs ALHC
-51.4%
+9.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.1% | -6.6% | +3.5% |
| 7D | +2.8% | -0.5% | +3.3% | +2.5% |
| 30D | -22.8% | -4.2% | -18.5% | -22.9% |
| 3M | -32.4% | -39.8% | +7.4% | -33.6% |
| 6M | -53.4% | -57.7% | +4.4% | -52.4% |
| YTD | -25.9% | -58.8% | +32.9% | -28.0% |
| 1Y | -42.1% | -52.4% | +10.3% | -46.3% |
| All | -42.1% | -51.4% | +9.4% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling