-58.7%
PLUG vs USHY
+48.0%
-106.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.1% | -10.4% | -10.1% |
| 7D | -23.4% | -0.4% | -23.0% | -22.1% |
| 30D | -23.4% | +0.6% | -24.0% | -24.5% |
| 3M | -51.7% | -2.0% | -49.7% | -47.7% |
| 6M | -72.0% | -0.5% | -71.4% | -71.0% |
| YTD | -43.7% | +0.6% | -44.3% | -43.5% |
| 1Y | -55.4% | +2.1% | -57.5% | -57.4% |
| 3Y | -68.0% | +25.3% | -93.3% | -83.2% |
| 5Y | -97.4% | +19.7% | -117.2% | -98.3% |
| All | -58.7% | +48.0% | -106.7% | -84.1% |
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