+453.5%
FSLR vs HUBB
+437.4%
+16.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | -0.1% | -1.7% | +1.6% | +0.8% |
| 30D | -14.0% | -12.7% | -1.3% | -8.0% |
| 3M | -16.9% | -2.9% | -13.9% | -15.9% |
| 6M | +4.7% | -4.8% | +9.5% | +6.5% |
| YTD | -20.7% | +2.8% | -23.5% | -22.8% |
| 1Y | +1.7% | +3.5% | -1.9% | -1.6% |
| 3Y | +13.1% | +43.5% | -30.5% | -10.2% |
| 5Y | +108.4% | +154.2% | -45.8% | +19.6% |
| All | +453.5% | +437.4% | +16.1% | +104.3% |
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