+15.1%
PLUG vs HSY
+125.6%
-110.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.3% |
| 7D | +5.8% | +7.5% | -1.7% | +4.1% |
| 30D | -18.5% | +11.1% | -29.6% | -20.7% |
| 3M | -30.0% | -1.9% | -28.0% | -29.9% |
| 6M | -56.2% | -3.0% | -53.2% | -56.2% |
| YTD | -26.4% | 0.0% | -26.4% | -27.7% |
| 1Y | -42.2% | +9.4% | -51.7% | -44.7% |
| 3Y | -76.8% | +3.8% | -80.6% | -77.8% |
| 5Y | -96.2% | +15.2% | -111.4% | -96.6% |
| All | +15.1% | +125.6% | -110.5% | +0.7% |
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