+60.3%
PLUG vs USHY
+4.2%
+56.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.4% |
| 7D | +8.1% | 0.0% | +8.1% | +7.9% |
| 30D | +3.7% | 0.0% | +3.7% | +4.1% |
| 3M | -29.2% | +1.2% | -30.3% | -34.4% |
| 6M | +6.1% | +2.6% | +3.5% | -11.7% |
| YTD | +14.7% | +2.4% | +12.3% | -2.5% |
| All | +60.3% | +4.2% | +56.0% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling