+55.9%
PLUG vs HSY
+122.8%
-67.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.1% | +4.1% |
| 7D | +8.1% | -1.6% | +9.7% | +8.5% |
| 30D | +3.7% | -4.2% | +7.9% | +4.6% |
| 3M | -29.2% | -0.7% | -28.4% | -29.5% |
| 6M | +6.1% | -21.8% | +27.9% | +12.3% |
| YTD | +14.7% | -2.7% | +17.4% | +13.7% |
| 1Y | +56.9% | -4.8% | +61.8% | +56.9% |
| 3Y | -71.6% | -9.4% | -62.2% | -71.7% |
| 5Y | -91.0% | +11.3% | -102.3% | -91.9% |
| 10Y | +55.9% | +125.0% | -69.2% | +32.0% |
| All | +55.9% | +122.8% | -67.0% | +32.0% |
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