-91.9%
PLUG vs HIG
+124.5%
-216.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.3% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +3.3% | -3.2% | +6.6% | +4.4% |
| 3M | -39.7% | +9.1% | -48.9% | -42.5% |
| 6M | -12.5% | -1.8% | -10.7% | -12.7% |
| YTD | +10.2% | +1.8% | +8.4% | +7.5% |
| 1Y | +50.7% | +4.6% | +46.1% | +44.7% |
| 3Y | -74.5% | +101.6% | -176.1% | -84.8% |
| All | -91.9% | +124.5% | -216.4% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling