+20.0%
PLUG vs BHP
+363.1%
-343.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.3% | +0.6% |
| 7D | +14.5% | +3.5% | +11.0% | +11.6% |
| 30D | -10.7% | -4.5% | -6.2% | -7.7% |
| 3M | -31.2% | -6.4% | -24.8% | -27.9% |
| 6M | -51.9% | -0.1% | -51.9% | -52.0% |
| YTD | -23.9% | +43.0% | -66.9% | -43.5% |
| 1Y | -43.4% | +56.5% | -99.9% | -60.8% |
| 3Y | -74.7% | +62.0% | -136.8% | -82.7% |
| 5Y | -96.3% | +130.4% | -226.7% | -98.1% |
| 10Y | +20.0% | +349.1% | -329.1% | -65.8% |
| All | +20.0% | +363.1% | -343.1% | -65.8% |
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