+726.4%
FSLR vs HUBB
+1,339.6%
-613.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | -13.7% | -10.0% | -3.6% | -7.1% |
| 3M | -35.1% | -4.8% | -30.3% | -33.2% |
| 6M | +3.6% | -5.6% | +9.2% | +6.2% |
| YTD | -21.7% | +4.7% | -26.4% | -26.1% |
| 1Y | +1.3% | +6.7% | -5.4% | -6.1% |
| 3Y | +9.7% | +45.8% | -36.1% | -23.9% |
| 5Y | +117.4% | +145.9% | -28.6% | -3.9% |
| 10Y | +435.5% | +418.6% | +16.9% | +12.4% |
| All | +726.4% | +1,339.6% | -613.2% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling