+458.5%
FSLR vs HUM
+152.7%
+305.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.7% |
| 7D | +2.2% | +2.1% | +0.2% | +2.0% |
| 30D | -7.8% | +5.4% | -13.2% | -8.3% |
| 3M | -22.9% | +11.4% | -34.3% | -23.9% |
| 6M | +4.4% | +141.5% | -137.1% | -6.1% |
| YTD | -20.0% | +61.2% | -81.2% | -24.6% |
| 1Y | +2.8% | +49.2% | -46.3% | -2.6% |
| 3Y | +16.5% | -9.0% | +25.6% | +19.1% |
| 5Y | +110.3% | +7.2% | +103.1% | +98.9% |
| All | +458.5% | +152.7% | +305.8% | +302.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling