-68.0%
PLUG vs HIG
+96.1%
-164.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.4% | -10.9% | -10.4% |
| 7D | -23.4% | +2.6% | -26.1% | -23.2% |
| 30D | -23.4% | +4.2% | -27.6% | -23.1% |
| 3M | -51.7% | +0.2% | -51.9% | -51.5% |
| 6M | -72.0% | +4.6% | -76.6% | -71.9% |
| YTD | -43.7% | +1.1% | -44.8% | -43.4% |
| 1Y | -55.4% | +4.7% | -60.1% | -55.6% |
| 3Y | -68.0% | +95.5% | -163.5% | -63.4% |
| All | -68.0% | +96.1% | -164.1% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling