+592.8%
FSLR vs HUBB
+1,265.4%
-672.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -14.8% | +1.8% | -16.5% | -15.9% |
| 30D | -4.3% | -7.7% | +3.4% | +0.4% |
| 3M | -23.4% | -13.6% | -9.8% | -16.1% |
| 6M | -26.9% | -9.1% | -17.8% | -23.2% |
| YTD | -34.4% | -0.7% | -33.7% | -36.4% |
| 1Y | -33.2% | +1.1% | -34.3% | -36.0% |
| 3Y | +28.1% | +56.2% | -28.1% | -16.0% |
| 5Y | +54.5% | +126.6% | -72.1% | -27.9% |
| 10Y | +434.6% | +384.6% | +50.0% | +17.2% |
| All | +592.8% | +1,265.4% | -672.7% | -44.7% |
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