+331.4%
HIMS vs FSLR
+15.2%
+316.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.5% |
| 7D | -0.9% | +6.8% | -7.8% | -2.8% |
| 30D | -10.8% | -14.7% | +3.9% | -6.9% |
| 3M | +3.7% | -22.6% | +26.2% | +10.5% |
| 6M | +79.0% | +12.7% | +66.3% | +73.6% |
| YTD | -13.2% | -18.4% | +5.1% | -10.5% |
| 1Y | -43.3% | +4.9% | -48.2% | -44.6% |
| 3Y | +331.4% | +16.4% | +315.0% | +248.5% |
| All | +331.4% | +15.2% | +316.2% | +248.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling