-26.5%
PLUG vs JHX
+111.8%
-138.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.9% | -11.4% | -10.9% |
| 7D | -23.4% | -0.2% | -23.3% | -23.3% |
| 30D | -23.4% | +13.1% | -36.5% | -27.8% |
| 3M | -51.7% | -10.0% | -41.7% | -49.6% |
| 6M | -72.0% | +38.9% | -110.9% | -76.3% |
| YTD | -43.7% | +34.0% | -77.6% | -52.6% |
| 1Y | -55.4% | +66.0% | -121.4% | -66.2% |
| 3Y | -68.0% | -6.2% | -61.8% | -71.4% |
| 5Y | -97.4% | -31.6% | -65.8% | -97.4% |
| All | -26.5% | +111.8% | -138.3% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling