-42.4%
HIMS vs FSLR
+1.0%
-43.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -3.9% | 0.0% | -3.9% | -4.0% |
| 30D | -12.4% | -13.7% | +1.2% | -7.1% |
| 3M | -1.1% | -35.1% | +34.0% | +15.0% |
| 6M | +68.4% | +3.6% | +64.8% | +63.8% |
| YTD | -14.7% | -21.7% | +7.1% | -11.0% |
| 1Y | -42.4% | +1.3% | -43.7% | -42.6% |
| All | -42.4% | +1.0% | -43.4% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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