+184.7%
HIMS vs FSLR
+225.4%
-40.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | +0.4% |
| 7D | -2.7% | +0.2% | -3.0% | -2.9% |
| 30D | -12.2% | -15.1% | +3.0% | -8.0% |
| 3M | -3.7% | -22.5% | +18.8% | +3.4% |
| 6M | +25.9% | +4.0% | +22.0% | +24.0% |
| YTD | -14.1% | -22.3% | +8.2% | -9.7% |
| 1Y | -41.6% | 0.0% | -41.6% | -42.6% |
| 3Y | +327.3% | +10.9% | +316.4% | +272.9% |
| 5Y | +207.9% | +105.4% | +102.6% | +110.1% |
| All | +184.7% | +225.4% | -40.7% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling