+15.1%
PLUG vs HAS
+101.4%
-86.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.7% |
| 7D | +5.8% | -0.2% | +6.0% | +6.0% |
| 30D | -18.5% | +31.0% | -49.6% | -31.1% |
| 3M | -30.0% | +30.7% | -60.6% | -40.9% |
| 6M | -56.2% | +23.9% | -80.1% | -62.5% |
| YTD | -26.4% | +48.3% | -74.7% | -44.7% |
| 1Y | -42.2% | +60.2% | -102.5% | -58.8% |
| 3Y | -76.8% | +189.2% | -266.1% | -88.7% |
| 5Y | -96.2% | +50.4% | -146.6% | -97.3% |
| All | +15.1% | +101.4% | -86.3% | -29.1% |
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