+1.3%
FSLR vs HUBS
-46.5%
+47.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.6% |
| 7D | 0.0% | -5.0% | +5.0% | -0.4% |
| 30D | -13.7% | -1.0% | -12.6% | -13.6% |
| 3M | -35.1% | +12.4% | -47.4% | -34.0% |
| 6M | +3.6% | -11.1% | +14.8% | +4.7% |
| YTD | -21.7% | -38.3% | +16.6% | -16.9% |
| 1Y | +1.3% | -46.7% | +48.0% | +10.5% |
| All | +1.3% | -46.5% | +47.7% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 1y: compounded portfolio wealth divided by compounded HUBS 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…
1y analysis · Full analysis span regression · 6 months rolling