-33.4%
FSLR vs HUBB
-1.1%
-32.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.1% |
| 7D | -8.4% | +1.2% | -9.6% | -9.0% |
| 30D | -0.9% | -6.4% | +5.6% | +1.7% |
| 3M | -26.1% | -14.4% | -11.7% | -20.9% |
| 6M | -23.6% | -9.0% | -14.7% | -20.9% |
| YTD | -31.8% | +0.7% | -32.6% | -37.7% |
| All | -33.4% | -1.1% | -32.3% | -38.1% |
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