-91.9%
PLUG vs HAS
+13.4%
-105.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.2% |
| 7D | -0.9% | -1.8% | +0.9% | +0.5% |
| 30D | +3.3% | +2.3% | +1.1% | +1.4% |
| 3M | -39.7% | +10.4% | -50.1% | -45.0% |
| 6M | -12.5% | -3.2% | -9.3% | -13.2% |
| YTD | +10.2% | +15.4% | -5.3% | -7.4% |
| 1Y | +50.7% | +18.8% | +31.9% | +22.5% |
| 3Y | -74.5% | +43.9% | -118.4% | -83.0% |
| All | -91.9% | +13.4% | -105.3% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling