+259.5%
FSLR vs HUBS
+598.6%
-339.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.3% | -0.5% | -3.9% |
| 7D | +0.2% | -6.2% | +6.5% | +1.6% |
| 30D | -15.1% | +6.6% | -21.8% | -16.7% |
| 3M | -22.5% | +16.4% | -39.0% | -26.8% |
| 6M | +4.0% | -19.7% | +23.7% | +4.1% |
| YTD | -22.3% | -42.6% | +20.4% | -16.8% |
| 1Y | 0.0% | -54.2% | +54.2% | +12.5% |
| 3Y | +10.9% | -57.1% | +68.0% | +22.0% |
| 5Y | +105.4% | -66.2% | +171.6% | +122.6% |
| 10Y | +447.0% | +328.3% | +118.7% | +199.3% |
| All | +259.5% | +598.6% | -339.1% | +74.3% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling