-74.7%
PLUG vs HUBB
+61.5%
-136.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +1.7% |
| 7D | +14.5% | +1.8% | +12.7% | +13.5% |
| 30D | -10.7% | -6.9% | -3.9% | -6.9% |
| 3M | -31.2% | -13.8% | -17.4% | -24.7% |
| 6M | -51.9% | -9.8% | -42.1% | -49.2% |
| YTD | -23.9% | +0.3% | -24.2% | -25.2% |
| 1Y | -43.4% | -3.3% | -40.1% | -43.0% |
| 3Y | -74.7% | +61.0% | -135.7% | -76.1% |
| All | -74.7% | +61.5% | -136.2% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 3y: compounded portfolio wealth divided by compounded HUBB 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…
3y analysis · Full analysis span regression · 6 months rolling