+1.7%
FSLR vs HUBB
+3.7%
-2.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | -0.1% | -1.7% | +1.6% | +0.7% |
| 30D | -14.0% | -12.7% | -1.3% | -8.5% |
| 3M | -16.9% | -2.9% | -13.9% | -15.6% |
| 6M | +4.7% | -4.8% | +9.5% | +5.5% |
| YTD | -20.7% | +2.8% | -23.5% | -24.4% |
| 1Y | +1.7% | +3.5% | -1.9% | -3.1% |
| All | +1.7% | +3.7% | -2.1% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling