-68.0%
PLUG vs HUBB
+57.0%
-125.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.2% | -10.3% | -10.3% |
| 7D | -23.4% | +1.8% | -25.2% | -24.2% |
| 30D | -23.4% | -7.7% | -15.8% | -19.5% |
| 3M | -51.7% | -13.6% | -38.2% | -47.1% |
| 6M | -72.0% | -9.1% | -62.8% | -70.4% |
| YTD | -43.7% | -0.7% | -42.9% | -44.4% |
| 1Y | -55.4% | +1.1% | -56.5% | -56.5% |
| 3Y | -68.0% | +56.2% | -124.2% | -76.1% |
| All | -68.0% | +57.0% | -125.0% | -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