-97.3%
PLUG vs JHX
+2,401.5%
-2,498.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.3% | +1.8% |
| 7D | -0.9% | +1.5% | -2.5% | -1.5% |
| 30D | +3.3% | +7.2% | -3.8% | +0.6% |
| 3M | -39.7% | +29.9% | -69.6% | -46.1% |
| 6M | -12.5% | +35.4% | -47.9% | -24.2% |
| YTD | +10.2% | +46.5% | -36.3% | -8.1% |
| 1Y | +50.7% | +55.5% | -4.8% | +22.3% |
| 3Y | -74.5% | -0.4% | -74.1% | -77.1% |
| 5Y | -91.8% | -23.3% | -68.5% | -91.8% |
| 10Y | +43.7% | +111.1% | -67.4% | -7.3% |
| All | -97.3% | +2,401.5% | -2,498.8% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling