+33.1%
FSLR vs HUBB
+59.4%
-26.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.2% |
| 7D | -8.4% | +1.2% | -9.6% | -9.1% |
| 30D | -0.9% | -6.4% | +5.6% | +1.8% |
| 3M | -26.1% | -14.4% | -11.7% | -20.9% |
| 6M | -23.6% | -9.0% | -14.7% | -20.8% |
| YTD | -31.8% | +0.7% | -32.6% | -33.7% |
| 1Y | -32.6% | -0.3% | -32.3% | -34.0% |
| All | +33.1% | +59.4% | -26.3% | -0.5% |
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