-97.5%
PLUG vs XHB
+175.0%
-272.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -6.8% | -4.1% | -2.7% | -3.5% |
| 30D | -16.0% | +9.6% | -25.7% | -22.4% |
| 3M | -38.7% | -6.0% | -32.7% | -35.9% |
| 6M | -61.4% | +2.2% | -63.6% | -62.7% |
| YTD | -31.0% | +1.1% | -32.1% | -33.8% |
| 1Y | -46.2% | -1.7% | -44.5% | -47.1% |
| 3Y | -61.5% | +36.5% | -97.9% | -70.0% |
| 5Y | -96.9% | +33.5% | -130.3% | -97.4% |
| 10Y | -7.5% | +240.9% | -248.4% | -59.2% |
| All | -97.5% | +175.0% | -272.5% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling