-46.2%
PLUG vs HIG
+6.5%
-52.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -1.1% |
| 7D | -6.8% | -0.7% | -6.2% | -7.1% |
| 30D | -16.0% | +5.4% | -21.4% | -12.1% |
| 3M | -38.7% | -0.9% | -37.8% | -38.2% |
| 6M | -61.4% | +4.8% | -66.2% | -59.5% |
| YTD | -31.0% | +0.9% | -31.9% | -26.4% |
| 1Y | -46.2% | +6.5% | -52.7% | -45.8% |
| All | -46.2% | +6.5% | -52.7% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling