-26.0%
FSLR vs HUBS
-54.7%
+28.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.2% | +8.8% | +4.3% |
| 7D | +10.3% | -13.0% | +23.3% | +9.1% |
| 30D | +10.4% | -1.8% | +12.2% | +10.4% |
| 3M | -20.2% | -13.0% | -7.2% | -20.7% |
| 6M | -8.0% | -12.4% | +4.5% | -7.7% |
| YTD | -25.5% | -46.0% | +20.5% | -23.6% |
| 1Y | -26.0% | -54.1% | +28.1% | -24.5% |
| All | -26.0% | -54.7% | +28.7% | -24.5% |
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