-96.0%
PLUG vs ALHC
-59.7%
-36.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.5% | -14.2% | -10.0% |
| 7D | -2.8% | +3.8% | -6.6% | -4.0% |
| 30D | -18.5% | +1.7% | -20.1% | -19.2% |
| 3M | -35.1% | -44.3% | +9.3% | -26.4% |
| 6M | -56.1% | -57.2% | +1.1% | -48.8% |
| YTD | -30.5% | -61.2% | +30.7% | -18.3% |
| 1Y | -46.5% | -53.2% | +6.7% | -41.0% |
| 3Y | -61.2% | +27.8% | -89.0% | -73.7% |
| 5Y | -96.6% | -65.4% | -31.2% | -96.9% |
| All | -96.0% | -59.7% | -36.2% | -96.9% |
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