-47.6%
HIMS vs FSLR
-33.8%
-13.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +9.4% |
| 7D | -21.9% | -8.4% | -13.5% | -18.9% |
| 30D | -32.1% | -0.9% | -31.2% | -31.3% |
| 3M | -31.8% | -26.1% | -5.7% | -23.9% |
| 6M | -28.6% | -23.6% | -4.9% | -22.2% |
| YTD | -35.9% | -31.8% | -4.1% | -32.4% |
| 1Y | -47.6% | -32.6% | -15.1% | -45.3% |
| All | -47.6% | -33.8% | -13.9% | -45.3% |
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