-99.2%
PLUG vs HAS
+1,000.9%
-1,100.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.7% | -5.9% | -6.7% |
| 7D | -4.9% | 0.0% | -4.9% | -4.8% |
| 30D | -27.4% | +31.3% | -58.7% | -37.3% |
| 3M | -35.7% | +32.1% | -67.8% | -44.8% |
| 6M | -59.3% | +28.1% | -87.5% | -65.1% |
| YTD | -31.5% | +49.1% | -80.6% | -46.3% |
| 1Y | -48.9% | +60.5% | -109.4% | -61.6% |
| 3Y | -79.6% | +183.9% | -263.5% | -88.6% |
| 5Y | -96.5% | +51.2% | -147.7% | -97.2% |
| 10Y | -4.9% | +105.3% | -110.2% | -40.5% |
| All | -99.2% | +1,000.9% | -1,100.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling