-18.2%
PLUG vs HIG
+260.2%
-278.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -9.0% | -9.1% |
| 7D | -8.5% | -0.1% | -8.4% | -8.6% |
| 30D | -20.8% | +4.4% | -25.2% | -22.6% |
| 3M | -46.1% | 0.0% | -46.1% | -46.6% |
| 6M | -65.3% | +3.8% | -69.1% | -66.6% |
| YTD | -37.3% | +0.7% | -38.0% | -39.2% |
| 1Y | -54.8% | +5.0% | -59.8% | -57.1% |
| 3Y | -65.0% | +95.3% | -160.4% | -76.5% |
| 5Y | -97.1% | +110.8% | -207.9% | -98.2% |
| All | -18.2% | +260.2% | -278.4% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling