+112.3%
HIMS vs FSLR
+185.4%
-73.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +9.2% |
| 7D | -21.9% | -8.4% | -13.5% | -19.6% |
| 30D | -32.1% | -0.9% | -31.2% | -31.7% |
| 3M | -31.8% | -26.1% | -5.7% | -25.8% |
| 6M | -28.6% | -23.6% | -4.9% | -23.3% |
| YTD | -35.9% | -31.8% | -4.1% | -30.2% |
| 1Y | -47.6% | -32.6% | -15.1% | -42.8% |
| 3Y | +205.6% | +33.0% | +172.6% | +153.1% |
| 5Y | +170.3% | +56.8% | +113.5% | +95.1% |
| All | +112.3% | +185.4% | -73.0% | +44.1% |
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