+726.4%
FSLR vs HUM
+739.5%
-13.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | 0.0% | +4.2% | -4.2% | -1.0% |
| 30D | -13.7% | +10.4% | -24.0% | -15.8% |
| 3M | -35.1% | +15.1% | -50.1% | -37.5% |
| 6M | +3.6% | +120.9% | -117.3% | -15.8% |
| YTD | -21.7% | +57.9% | -79.7% | -31.6% |
| 1Y | +1.3% | +30.6% | -29.3% | -8.2% |
| 3Y | +9.7% | -9.6% | +19.3% | +4.7% |
| 5Y | +117.4% | +1.6% | +115.8% | +93.0% |
| 10Y | +435.5% | +146.4% | +289.0% | +229.2% |
| All | +726.4% | +739.5% | -13.1% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling