+108.4%
FSLR vs HUM
+0.5%
+107.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -0.1% | -1.4% | +1.3% | -0.2% |
| 30D | -14.0% | +7.5% | -21.5% | -13.8% |
| 3M | -16.9% | +10.2% | -27.1% | -16.5% |
| 6M | +4.7% | +132.5% | -127.8% | +8.0% |
| YTD | -20.7% | +57.6% | -78.3% | -18.7% |
| 1Y | +1.7% | +48.6% | -46.9% | +4.0% |
| 3Y | +13.1% | -11.2% | +24.2% | +20.3% |
| 5Y | +108.4% | +4.8% | +103.6% | +97.6% |
| All | +108.4% | +0.5% | +107.9% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling