-96.5%
PLUG vs USHY
+18.6%
-115.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +5.8% | -0.3% | +6.1% | +7.4% |
| 30D | -18.5% | 0.0% | -18.6% | -18.2% |
| 3M | -30.0% | -1.8% | -28.2% | -23.1% |
| 6M | -56.2% | -1.0% | -55.2% | -53.4% |
| YTD | -26.4% | +0.5% | -26.9% | -26.2% |
| 1Y | -42.2% | +1.9% | -44.1% | -45.4% |
| 3Y | -76.8% | +24.9% | -101.7% | -90.2% |
| All | -96.5% | +18.6% | -115.1% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling