+1.3%
FSLR vs HUM
+31.0%
-29.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.5% |
| 7D | 0.0% | +4.2% | -4.2% | +0.1% |
| 30D | -13.7% | +10.4% | -24.0% | -13.3% |
| 3M | -35.1% | +15.1% | -50.1% | -34.5% |
| 6M | +3.6% | +120.9% | -117.3% | +7.1% |
| YTD | -21.7% | +57.9% | -79.7% | -17.6% |
| 1Y | +1.3% | +30.6% | -29.3% | +6.2% |
| All | +1.3% | +31.0% | -29.7% | +6.2% |
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