-7.5%
PLUG vs CNH
+113.9%
-121.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.9% |
| 7D | -6.8% | +6.7% | -13.5% | -10.5% |
| 30D | -16.0% | +7.2% | -23.3% | -19.9% |
| 3M | -38.7% | +17.5% | -56.2% | -46.2% |
| 6M | -61.4% | +15.0% | -76.3% | -66.3% |
| YTD | -31.0% | +36.8% | -67.7% | -47.9% |
| 1Y | -46.2% | +27.6% | -73.9% | -57.3% |
| 3Y | -61.5% | +34.3% | -95.8% | -70.4% |
| 5Y | -96.9% | -12.2% | -84.6% | -96.8% |
| 10Y | -7.5% | +113.9% | -121.3% | -36.6% |
| All | -7.5% | +113.9% | -121.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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