-96.5%
PLUG vs THC
+287.8%
-384.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.0% | -5.6% | -6.9% |
| 7D | -4.9% | +5.9% | -10.8% | -6.8% |
| 30D | -27.4% | +10.8% | -38.2% | -30.0% |
| 3M | -35.7% | +9.4% | -45.2% | -37.9% |
| 6M | -59.3% | +53.3% | -112.6% | -66.1% |
| YTD | -31.5% | +44.2% | -75.6% | -42.3% |
| 1Y | -48.9% | +37.3% | -86.2% | -56.3% |
| 3Y | -79.6% | +421.6% | -501.2% | -91.8% |
| 5Y | -96.5% | +279.8% | -376.3% | -98.4% |
| All | -96.5% | +287.8% | -384.3% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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