+458.5%
FSLR vs HUBS
+323.9%
+134.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +2.2% | -9.0% | +11.2% | +4.3% |
| 30D | -7.8% | +7.2% | -15.1% | -9.8% |
| 3M | -22.9% | +20.9% | -43.8% | -28.1% |
| 6M | +4.4% | -13.0% | +17.4% | +2.4% |
| YTD | -20.0% | -43.8% | +23.9% | -13.4% |
| 1Y | +2.8% | -54.6% | +57.5% | +17.0% |
| 3Y | +16.5% | -58.5% | +75.0% | +30.0% |
| 5Y | +110.3% | -66.4% | +176.7% | +129.5% |
| All | +458.5% | +323.9% | +134.6% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling