-91.9%
PLUG vs XHB
+37.5%
-129.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.9% | +1.7% |
| 7D | -0.9% | -1.3% | +0.4% | +0.6% |
| 30D | +3.3% | -6.9% | +10.2% | +12.5% |
| 3M | -39.7% | -1.3% | -38.5% | -40.2% |
| 6M | -12.5% | -6.8% | -5.7% | -7.8% |
| YTD | +10.2% | +0.7% | +9.4% | +2.3% |
| 1Y | +50.7% | -11.2% | +61.9% | +64.7% |
| 3Y | -74.5% | +25.3% | -99.8% | -83.3% |
| All | -91.9% | +37.5% | -129.4% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling