-98.6%
PLUG vs FHN
+63.2%
-161.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | -0.9% | +1.2% | -2.1% | -1.4% |
| 30D | +3.3% | -4.7% | +8.0% | +5.5% |
| 3M | -39.7% | +3.5% | -43.3% | -41.0% |
| 6M | -12.5% | +7.8% | -20.3% | -16.1% |
| YTD | +10.2% | +5.9% | +4.3% | +6.0% |
| 1Y | +50.7% | +12.5% | +38.2% | +41.1% |
| 3Y | -74.5% | +117.2% | -191.7% | -82.9% |
| 5Y | -91.8% | +86.5% | -178.3% | -94.4% |
| 10Y | +43.7% | +125.7% | -82.0% | -18.4% |
| All | -98.6% | +63.2% | -161.8% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling