-98.6%
PLUG vs HIG
+368.8%
-467.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.2% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +3.3% | -3.2% | +6.6% | +4.2% |
| 3M | -39.7% | +9.1% | -48.9% | -41.9% |
| 6M | -12.5% | -1.8% | -10.7% | -12.9% |
| YTD | +10.2% | +1.8% | +8.4% | +8.0% |
| 1Y | +50.7% | +4.6% | +46.1% | +46.4% |
| 3Y | -74.5% | +101.6% | -176.1% | -80.2% |
| 5Y | -91.8% | +124.5% | -216.3% | -93.8% |
| 10Y | +43.7% | +317.8% | -274.1% | -14.0% |
| All | -98.6% | +368.8% | -467.4% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling