-95.7%
PLUG vs ALHC
-61.5%
-34.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.3% | +8.1% |
| 7D | +5.8% | +1.0% | +4.9% | +5.6% |
| 30D | -18.5% | -14.2% | -4.4% | -15.8% |
| 3M | -30.0% | -45.1% | +15.2% | -20.1% |
| 6M | -56.2% | -59.5% | +3.3% | -48.1% |
| YTD | -26.4% | -62.8% | +36.4% | -12.5% |
| 1Y | -42.2% | -55.5% | +13.3% | -35.4% |
| 3Y | -76.8% | +25.7% | -102.5% | -84.4% |
| 5Y | -96.2% | -66.8% | -29.4% | -96.6% |
| All | -95.7% | -61.5% | -34.3% | -96.6% |
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