-93.5%
PLUG vs HTZ
-89.5%
-3.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.5% |
| 7D | -0.9% | +7.5% | -8.4% | -2.9% |
| 30D | +3.3% | +47.4% | -44.1% | -9.4% |
| 3M | -39.7% | -54.9% | +15.2% | -30.0% |
| 6M | -12.5% | -47.0% | +34.5% | -5.4% |
| YTD | +10.2% | -55.3% | +65.4% | +24.2% |
| 1Y | +50.7% | -57.6% | +108.3% | +63.0% |
| 3Y | -74.5% | -86.6% | +12.1% | -59.6% |
| 5Y | -91.8% | -86.1% | -5.7% | -86.1% |
| All | -93.5% | -89.5% | -3.9% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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