-91.9%
PLUG vs USHY
+21.7%
-113.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +3.0% |
| 7D | -0.9% | -0.1% | -0.8% | -0.3% |
| 30D | +3.3% | +0.1% | +3.2% | +3.2% |
| 3M | -39.7% | +0.8% | -40.5% | -41.5% |
| 6M | -12.5% | +1.7% | -14.2% | -17.9% |
| YTD | +10.2% | +2.5% | +7.7% | +0.2% |
| 1Y | +50.7% | +4.4% | +46.3% | +27.8% |
| 3Y | -74.5% | +27.4% | -101.9% | -90.1% |
| All | -91.9% | +21.7% | -113.6% | -95.4% |
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