-96.5%
PLUG vs ALHC
-62.4%
-34.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.1% | -0.4% | -5.8% |
| 7D | -4.9% | -6.2% | +1.3% | -3.4% |
| 30D | -27.4% | -9.7% | -17.7% | -25.9% |
| 3M | -35.7% | -44.7% | +9.0% | -26.9% |
| 6M | -59.3% | -58.7% | -0.6% | -52.1% |
| YTD | -31.5% | -61.7% | +30.2% | -19.2% |
| 1Y | -48.9% | -55.7% | +6.8% | -42.7% |
| 3Y | -79.6% | +25.6% | -105.2% | -86.4% |
| 5Y | -96.5% | -65.8% | -30.7% | -97.2% |
| All | -96.5% | -62.4% | -34.0% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling