-19.3%
PLUG vs USHY
+50.7%
-70.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | -0.9% | -0.1% | -0.8% | -0.5% |
| 30D | +3.3% | +0.1% | +3.2% | +3.2% |
| 3M | -39.7% | +0.8% | -40.5% | -41.1% |
| 6M | -12.5% | +1.7% | -14.2% | -16.5% |
| YTD | +10.2% | +2.5% | +7.7% | +2.7% |
| 1Y | +50.7% | +4.4% | +46.3% | +33.3% |
| 3Y | -74.5% | +27.4% | -101.9% | -87.5% |
| 5Y | -91.8% | +21.7% | -113.5% | -95.0% |
| All | -19.3% | +50.7% | -70.1% | -71.2% |
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