+239.5%
HUT vs FSLR
+161.9%
+77.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.1% | +8.4% |
| 7D | +24.8% | -8.4% | +33.2% | +30.3% |
| 30D | -28.4% | -0.9% | -27.5% | -28.7% |
| 3M | -31.2% | -26.1% | -5.2% | -20.7% |
| 6M | -40.2% | -23.6% | -16.6% | -32.4% |
| YTD | +32.9% | -31.8% | +64.7% | +57.4% |
| 1Y | +39.1% | -32.6% | +71.6% | +66.9% |
| 3Y | +462.8% | +33.0% | +429.8% | +303.1% |
| 5Y | -13.9% | +56.8% | -70.7% | -50.2% |
| All | +239.5% | +161.9% | +77.6% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling