-42.2%
PLUG vs ALHC
-56.7%
+14.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.3% | +7.4% |
| 7D | +5.8% | +1.0% | +4.9% | +5.9% |
| 30D | -18.5% | -14.2% | -4.4% | -18.6% |
| 3M | -30.0% | -45.1% | +15.2% | -31.1% |
| 6M | -56.2% | -59.5% | +3.3% | -55.4% |
| YTD | -26.4% | -62.8% | +36.4% | -28.4% |
| 1Y | -42.2% | -55.5% | +13.3% | -46.3% |
| All | -42.2% | -56.7% | +14.5% | -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