+47.9%
PLUG vs JHX
+106.3%
-58.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -3.2% | -6.3% | +3.1% | -0.4% |
| 30D | -8.3% | -7.7% | -0.6% | -4.9% |
| 3M | -25.8% | +19.2% | -45.0% | -31.9% |
| 6M | -5.8% | +38.3% | -44.1% | -21.0% |
| YTD | +6.6% | +37.2% | -30.6% | -10.9% |
| 1Y | +39.1% | +42.3% | -3.2% | +13.7% |
| 3Y | -73.7% | -4.4% | -69.3% | -76.6% |
| 5Y | -91.3% | -26.4% | -64.9% | -91.5% |
| All | +47.9% | +106.3% | -58.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded JHX 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling