-26.5%
PLUG vs HAS
+97.5%
-124.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.8% | -9.7% | -10.0% |
| 7D | -23.4% | +1.4% | -24.8% | -24.0% |
| 30D | -23.4% | +26.3% | -49.7% | -33.6% |
| 3M | -51.7% | +25.6% | -77.3% | -58.2% |
| 6M | -72.0% | +30.3% | -102.2% | -76.6% |
| YTD | -43.7% | +50.4% | -94.0% | -57.9% |
| 1Y | -55.4% | +57.7% | -113.1% | -67.8% |
| 3Y | -68.0% | +213.4% | -281.4% | -85.2% |
| 5Y | -97.4% | +49.1% | -146.5% | -98.1% |
| All | -26.5% | +97.5% | -124.0% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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