-26.0%
FSLR vs HUM
+51.1%
-77.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +10.3% | +1.6% | +8.8% | +10.3% |
| 30D | +10.4% | +3.5% | +6.9% | +10.4% |
| 3M | -20.2% | +15.5% | -35.7% | -20.0% |
| 6M | -8.0% | +76.2% | -84.2% | -6.4% |
| YTD | -25.5% | +64.5% | -90.1% | -21.2% |
| 1Y | -26.0% | +50.0% | -76.0% | -22.6% |
| All | -26.0% | +51.1% | -77.0% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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