+56.9%
PLUG vs HIG
+5.4%
+51.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +3.1% |
| 7D | +8.1% | -1.1% | +9.2% | +7.5% |
| 30D | +3.7% | -4.9% | +8.6% | +1.6% |
| 3M | -29.2% | +6.8% | -35.9% | -27.6% |
| 6M | +6.1% | -1.7% | +7.8% | +7.6% |
| YTD | +14.7% | -0.2% | +14.9% | +18.0% |
| 1Y | +56.9% | +5.7% | +51.2% | +67.1% |
| All | +56.9% | +5.4% | +51.6% | +67.1% |
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 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