-18.2%
PLUG vs BHP
+339.3%
-357.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.9% | -7.3% | -7.7% |
| 7D | -8.5% | +2.5% | -11.0% | -9.9% |
| 30D | -20.8% | -5.2% | -15.6% | -17.5% |
| 3M | -46.1% | -8.7% | -37.4% | -42.2% |
| 6M | -65.3% | -6.9% | -58.5% | -63.4% |
| YTD | -37.3% | +39.0% | -76.3% | -52.3% |
| 1Y | -54.8% | +48.9% | -103.7% | -67.4% |
| 3Y | -65.0% | +55.4% | -120.4% | -75.0% |
| 5Y | -97.1% | +119.2% | -216.4% | -98.4% |
| All | -18.2% | +339.3% | -357.5% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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