+48.6%
PLUG vs JHX
+104.2%
-55.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.6% |
| 7D | 0.0% | -4.9% | +4.9% | +2.3% |
| 30D | -5.0% | -9.3% | +4.3% | -0.6% |
| 3M | -26.2% | +28.1% | -54.3% | -34.6% |
| 6M | -0.5% | +35.2% | -35.7% | -15.7% |
| YTD | +7.1% | +35.9% | -28.7% | -10.1% |
| 1Y | +46.5% | +42.5% | +4.0% | +19.7% |
| 3Y | -73.5% | -4.5% | -69.0% | -76.4% |
| 5Y | -91.3% | -27.1% | -64.2% | -91.4% |
| All | +48.6% | +104.2% | -55.6% | -2.8% |
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