-44.2%
PLUG vs USHY
+48.2%
-92.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +2.4% |
| 7D | +14.5% | +0.8% | +13.7% | +11.6% |
| 30D | -10.7% | +0.2% | -10.9% | -11.0% |
| 3M | -31.2% | -1.7% | -29.5% | -26.5% |
| 6M | -51.9% | -0.6% | -51.3% | -50.2% |
| YTD | -23.9% | +0.8% | -24.6% | -24.3% |
| 1Y | -43.4% | +2.1% | -45.5% | -46.0% |
| 3Y | -74.7% | +26.0% | -100.7% | -87.1% |
| 5Y | -96.3% | +19.2% | -115.5% | -97.6% |
| All | -44.2% | +48.2% | -92.5% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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