-26.5%
PLUG vs FHN
+81.8%
-108.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.5% | -11.0% | -10.7% |
| 7D | -23.4% | +2.1% | -25.6% | -24.2% |
| 30D | -23.4% | +3.8% | -27.2% | -24.8% |
| 3M | -51.7% | -8.9% | -42.8% | -49.6% |
| 6M | -72.0% | +1.8% | -73.8% | -72.4% |
| YTD | -43.7% | +0.6% | -44.2% | -44.5% |
| 1Y | -55.4% | +12.9% | -68.4% | -58.6% |
| 3Y | -68.0% | +126.4% | -194.4% | -79.3% |
| 5Y | -97.4% | +62.3% | -159.7% | -98.2% |
| All | -26.5% | +81.8% | -108.3% | -56.2% |
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