+277.5%
FSLR vs HUBS
+629.7%
-352.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +4.9% |
| 7D | +6.8% | -4.3% | +11.1% | +7.7% |
| 30D | -14.7% | +14.2% | -29.0% | -17.5% |
| 3M | -22.6% | +15.5% | -38.1% | -26.7% |
| 6M | +12.7% | -18.9% | +31.6% | +12.7% |
| YTD | -18.4% | -40.1% | +21.7% | -13.4% |
| 1Y | +4.9% | -51.8% | +56.7% | +16.7% |
| 3Y | +16.4% | -55.2% | +71.6% | +26.9% |
| 5Y | +123.5% | -64.7% | +188.1% | +139.8% |
| 10Y | +454.3% | +327.0% | +127.4% | +202.6% |
| All | +277.5% | +629.7% | -352.2% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling