-96.7%
PLUG vs ALHC
-61.4%
-35.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.9% | -8.6% | -10.0% |
| 7D | -23.4% | +0.3% | -23.7% | -23.6% |
| 30D | -23.4% | -10.6% | -12.9% | -21.5% |
| 3M | -51.7% | -45.3% | -6.4% | -44.9% |
| 6M | -72.0% | -59.7% | -12.3% | -66.7% |
| YTD | -43.7% | -62.7% | +19.1% | -33.1% |
| 1Y | -55.4% | -56.1% | +0.7% | -49.9% |
| 3Y | -68.0% | +21.3% | -89.3% | -78.0% |
| 5Y | -97.4% | -66.0% | -31.5% | -97.7% |
| All | -96.7% | -61.4% | -35.4% | -97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling