+170.3%
HIMS vs FSLR
+64.7%
+105.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +9.3% |
| 7D | -21.9% | -8.4% | -13.5% | -19.2% |
| 30D | -32.1% | -0.9% | -31.2% | -31.6% |
| 3M | -31.8% | -26.1% | -5.7% | -24.7% |
| 6M | -28.6% | -23.6% | -4.9% | -22.5% |
| YTD | -35.9% | -31.8% | -4.1% | -29.2% |
| 1Y | -47.6% | -32.6% | -15.1% | -42.1% |
| 3Y | +205.6% | +33.0% | +172.6% | +130.6% |
| 5Y | +170.3% | +56.8% | +113.5% | +56.3% |
| All | +170.3% | +64.7% | +105.6% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling