+2.8%
FSLR vs HUM
+50.8%
-48.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +1.0% |
| 7D | +2.2% | +2.1% | +0.2% | +2.3% |
| 30D | -7.8% | +5.4% | -13.2% | -7.6% |
| 3M | -22.9% | +11.4% | -34.3% | -22.4% |
| 6M | +4.4% | +141.5% | -137.1% | +8.5% |
| YTD | -20.0% | +61.2% | -81.2% | -15.3% |
| 1Y | +2.8% | +49.2% | -46.3% | +7.3% |
| All | +2.8% | +50.8% | -48.0% | +7.3% |
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