-49.3%
PLUG vs USHY
+47.7%
-97.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.4% | -8.6% | -7.7% |
| 7D | -3.2% | +0.3% | -3.5% | -4.0% |
| 30D | -18.7% | -0.1% | -18.6% | -17.8% |
| 3M | -35.3% | -1.9% | -33.5% | -30.3% |
| 6M | -56.2% | -1.0% | -55.2% | -54.1% |
| YTD | -30.7% | +0.4% | -31.1% | -30.1% |
| 1Y | -46.7% | +1.4% | -48.1% | -47.9% |
| 3Y | -61.3% | +24.9% | -86.3% | -79.5% |
| 5Y | -96.6% | +19.3% | -115.9% | -97.8% |
| All | -49.3% | +47.7% | -97.0% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling