-42.1%
PLUG vs XHB
+5.8%
-47.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.9% | +1.2% |
| 7D | +2.8% | +9.7% | -6.9% | -1.8% |
| 30D | -22.8% | +11.7% | -34.4% | -26.8% |
| 3M | -32.4% | -1.4% | -31.0% | -32.2% |
| 6M | -53.4% | +6.8% | -60.1% | -55.0% |
| YTD | -25.9% | +5.5% | -31.4% | -34.0% |
| 1Y | -42.1% | +5.1% | -47.2% | -48.4% |
| All | -42.1% | +5.8% | -47.9% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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