-95.9%
PLUG vs HTZ
-93.2%
-2.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -8.0% | -1.0% | -6.9% |
| 7D | -3.2% | -27.5% | +24.3% | +4.9% |
| 30D | -18.7% | -21.9% | +3.1% | -14.0% |
| 3M | -35.3% | -29.2% | -6.1% | -30.9% |
| 6M | -56.2% | -75.2% | +19.0% | -40.9% |
| YTD | -30.7% | -70.8% | +40.1% | -13.7% |
| 1Y | -46.7% | -76.1% | +29.4% | -29.6% |
| 3Y | -61.3% | -82.5% | +21.2% | -53.3% |
| 5Y | -96.6% | -94.1% | -2.5% | -93.3% |
| All | -95.9% | -93.2% | -2.7% | -92.3% |
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