+15.1%
PLUG vs FHN
+109.0%
-93.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.8% | +7.6% |
| 7D | +5.8% | -1.0% | +6.8% | +6.3% |
| 30D | -18.5% | +0.2% | -18.8% | -18.6% |
| 3M | -30.0% | -9.0% | -21.0% | -26.9% |
| 6M | -56.2% | -6.8% | -49.4% | -55.1% |
| YTD | -26.4% | -1.5% | -24.9% | -26.8% |
| 1Y | -42.2% | +10.9% | -53.2% | -45.9% |
| 3Y | -76.8% | +119.4% | -196.2% | -84.9% |
| 5Y | -96.2% | +57.5% | -153.8% | -97.3% |
| All | +15.1% | +109.0% | -93.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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