+20.0%
PLUG vs HSY
+122.5%
-102.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +6.0% | +4.0% |
| 7D | +14.5% | +1.3% | +13.2% | +14.1% |
| 30D | -10.7% | +6.6% | -17.3% | -12.3% |
| 3M | -31.2% | -4.1% | -27.1% | -30.8% |
| 6M | -51.9% | -5.2% | -46.7% | -51.7% |
| YTD | -23.9% | -2.5% | -21.3% | -24.8% |
| 1Y | -43.4% | +4.7% | -48.1% | -45.3% |
| 3Y | -74.7% | +0.6% | -75.3% | -75.6% |
| 5Y | -96.3% | +11.7% | -108.0% | -96.7% |
| 10Y | +20.0% | +120.0% | -100.0% | +7.0% |
| All | +20.0% | +122.5% | -102.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling