+16.4%
FSLR vs HUBB
+48.8%
-32.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.9% |
| 7D | +6.8% | +4.8% | +2.0% | +4.5% |
| 30D | -14.7% | -9.3% | -5.4% | -10.7% |
| 3M | -22.6% | -3.9% | -18.7% | -21.3% |
| 6M | +12.7% | -0.8% | +13.5% | +12.1% |
| YTD | -18.4% | +5.6% | -23.9% | -21.7% |
| 1Y | +4.9% | +7.7% | -2.8% | -0.3% |
| 3Y | +16.4% | +47.5% | -31.1% | -5.5% |
| All | +16.4% | +48.8% | -32.4% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling