-6.8%
PLUG vs HAS
+102.4%
-109.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -9.1% |
| 7D | -2.8% | +3.3% | -6.1% | -4.6% |
| 30D | -18.5% | +30.5% | -49.0% | -30.8% |
| 3M | -35.1% | +29.9% | -65.0% | -45.0% |
| 6M | -56.1% | +26.5% | -82.6% | -62.9% |
| YTD | -30.5% | +51.9% | -82.4% | -48.5% |
| 1Y | -46.5% | +60.9% | -107.4% | -61.8% |
| 3Y | -61.2% | +215.0% | -276.2% | -82.1% |
| 5Y | -96.6% | +51.5% | -148.1% | -97.5% |
| All | -6.8% | +102.4% | -109.2% | -42.6% |
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