+55.9%
PLUG vs HBM
+599.4%
-543.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.6% | +1.9% |
| 7D | +8.1% | +7.4% | +0.8% | +5.2% |
| 30D | +3.7% | +5.1% | -1.4% | +1.6% |
| 3M | -29.2% | +11.1% | -40.3% | -32.7% |
| 6M | +6.1% | +30.2% | -24.1% | -6.6% |
| YTD | +14.7% | +46.2% | -31.5% | -4.4% |
| 1Y | +56.9% | +120.0% | -63.1% | +11.0% |
| 3Y | -71.6% | +527.4% | -599.0% | -86.6% |
| 5Y | -91.0% | +400.4% | -491.4% | -95.6% |
| 10Y | +55.9% | +621.5% | -565.6% | -28.9% |
| All | +55.9% | +599.4% | -543.6% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling