-16.0%
PLUG vs USHY
+50.7%
-66.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.2% |
| 7D | +8.1% | 0.0% | +8.1% | +8.0% |
| 30D | +3.7% | 0.0% | +3.7% | +3.9% |
| 3M | -29.2% | +1.2% | -30.3% | -31.6% |
| 6M | +6.1% | +2.6% | +3.5% | -1.9% |
| YTD | +14.7% | +2.4% | +12.3% | +7.1% |
| 1Y | +56.9% | +4.2% | +52.7% | +39.5% |
| 3Y | -71.6% | +28.0% | -99.6% | -86.3% |
| 5Y | -91.0% | +21.8% | -112.8% | -94.6% |
| All | -16.0% | +50.7% | -66.7% | -70.0% |
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