+20.0%
PLUG vs HIG
+270.3%
-250.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | +14.5% | -0.5% | +15.0% | +14.7% |
| 30D | -10.7% | +4.5% | -15.2% | -12.7% |
| 3M | -31.2% | -5.5% | -25.7% | -30.0% |
| 6M | -51.9% | +3.1% | -55.0% | -53.6% |
| YTD | -23.9% | -0.8% | -23.0% | -25.6% |
| 1Y | -43.4% | +6.1% | -49.5% | -46.6% |
| 3Y | -74.7% | +94.1% | -168.8% | -83.1% |
| 5Y | -96.3% | +106.4% | -202.7% | -97.6% |
| 10Y | +20.0% | +265.1% | -245.1% | -47.4% |
| All | +20.0% | +270.3% | -250.3% | -47.4% |
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