-96.3%
PLUG vs HUBB
+129.4%
-225.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +1.3% |
| 7D | +14.5% | +1.8% | +12.7% | +13.3% |
| 30D | -10.7% | -6.9% | -3.9% | -6.1% |
| 3M | -31.2% | -13.8% | -17.4% | -23.5% |
| 6M | -51.9% | -9.8% | -42.1% | -48.8% |
| YTD | -23.9% | +0.3% | -24.2% | -25.9% |
| 1Y | -43.4% | -3.3% | -40.1% | -43.2% |
| 3Y | -74.7% | +61.0% | -135.7% | -84.7% |
| 5Y | -96.3% | +128.5% | -224.8% | -98.6% |
| All | -96.3% | +129.4% | -225.8% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling