+55.9%
PLUG vs HIG
+304.7%
-248.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +5.0% |
| 7D | +8.1% | -1.1% | +9.2% | +8.6% |
| 30D | +3.7% | -4.9% | +8.6% | +5.7% |
| 3M | -29.2% | +6.8% | -35.9% | -32.0% |
| 6M | +6.1% | -1.7% | +7.8% | +5.2% |
| YTD | +14.7% | -0.2% | +14.9% | +12.4% |
| 1Y | +56.9% | +5.7% | +51.2% | +49.4% |
| 3Y | -71.6% | +100.3% | -171.9% | -81.1% |
| 5Y | -91.0% | +118.5% | -209.5% | -94.3% |
| 10Y | +55.9% | +309.7% | -253.9% | -25.1% |
| All | +55.9% | +304.7% | -248.8% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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