-99.1%
PLUG vs HIG
+353.9%
-453.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.3% | +9.7% | +8.1% |
| 7D | +5.8% | +1.1% | +4.8% | +5.4% |
| 30D | -18.5% | +5.6% | -24.1% | -20.2% |
| 3M | -30.0% | -6.9% | -23.1% | -28.8% |
| 6M | -56.2% | +1.3% | -57.5% | -57.0% |
| YTD | -26.4% | -1.5% | -24.9% | -27.4% |
| 1Y | -42.2% | +6.6% | -48.8% | -44.5% |
| 3Y | -76.8% | +91.2% | -168.0% | -81.9% |
| 5Y | -96.2% | +106.1% | -202.3% | -97.1% |
| 10Y | +2.1% | +283.7% | -281.6% | -37.5% |
| All | -99.1% | +353.9% | -453.0% | -99.6% |
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