+20.0%
PLUG vs XHB
+271.6%
-251.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.1% | -0.3% |
| 7D | +14.5% | +1.3% | +13.2% | +12.6% |
| 30D | -10.7% | +11.8% | -22.5% | -21.3% |
| 3M | -31.2% | -3.8% | -27.4% | -28.9% |
| 6M | -51.9% | +4.1% | -56.0% | -55.4% |
| YTD | -23.9% | +4.0% | -27.8% | -31.0% |
| 1Y | -43.4% | +1.6% | -45.0% | -47.3% |
| 3Y | -74.7% | +43.2% | -117.9% | -83.9% |
| 5Y | -96.3% | +35.8% | -132.2% | -97.4% |
| 10Y | +20.0% | +259.3% | -239.3% | -67.2% |
| All | +20.0% | +271.6% | -251.6% | -67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling