+420.9%
FSLR vs HUBB
+382.2%
+38.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -2.7% |
| 7D | -12.0% | +4.6% | -16.6% | -13.9% |
| 30D | -7.7% | -8.4% | +0.7% | -4.1% |
| 3M | -24.0% | -14.3% | -9.7% | -18.5% |
| 6M | -24.4% | -9.3% | -15.1% | -21.4% |
| YTD | -34.0% | -0.5% | -33.5% | -35.2% |
| 1Y | -35.6% | -2.1% | -33.5% | -36.2% |
| 3Y | +28.7% | +57.2% | -28.6% | -2.8% |
| 5Y | +55.3% | +127.1% | -71.8% | -6.1% |
| All | +420.9% | +382.2% | +38.7% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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