-24.4%
FSLR vs HUBB
-9.9%
-14.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -2.8% |
| 7D | -12.0% | +4.6% | -16.6% | -13.7% |
| 30D | -7.7% | -8.4% | +0.7% | -4.0% |
| 3M | -24.0% | -14.3% | -9.7% | -18.0% |
| 6M | -24.4% | -9.3% | -15.1% | -21.0% |
| All | -24.4% | -9.9% | -14.6% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling