-98.6%
PLUG vs HSY
+1,191.3%
-1,289.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.2% |
| 7D | -0.9% | -3.3% | +2.4% | +0.2% |
| 30D | +3.3% | -2.8% | +6.2% | +4.2% |
| 3M | -39.7% | -4.5% | -35.2% | -39.3% |
| 6M | -12.5% | -24.2% | +11.7% | -4.3% |
| YTD | +10.2% | -2.7% | +12.9% | +9.0% |
| 1Y | +50.7% | -3.7% | +54.4% | +50.1% |
| 3Y | -74.5% | -11.5% | -63.0% | -74.5% |
| 5Y | -91.8% | +10.3% | -102.1% | -92.6% |
| 10Y | +43.7% | +122.1% | -78.4% | -5.5% |
| All | -98.6% | +1,191.3% | -1,289.9% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling