+182.8%
HIMS vs FSLR
+227.6%
-44.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -3.9% | 0.0% | -3.9% | -4.0% |
| 30D | -12.4% | -13.7% | +1.2% | -8.8% |
| 3M | -1.1% | -35.1% | +34.0% | +11.3% |
| 6M | +68.4% | +3.6% | +64.8% | +66.5% |
| YTD | -14.7% | -21.7% | +7.1% | -10.4% |
| 1Y | -42.4% | +1.3% | -43.7% | -43.6% |
| 3Y | +304.5% | +9.7% | +294.8% | +254.2% |
| 5Y | +237.5% | +117.4% | +120.2% | +128.4% |
| All | +182.8% | +227.6% | -44.8% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling