-21.3%
HUT vs FSLR
+53.9%
-75.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.8% |
| 7D | +9.3% | -14.8% | +24.1% | +18.5% |
| 30D | -23.1% | -4.3% | -18.8% | -22.1% |
| 3M | -30.6% | -23.4% | -7.2% | -21.4% |
| 6M | -46.9% | -26.9% | -19.9% | -38.4% |
| YTD | +25.3% | -34.4% | +59.7% | +51.3% |
| 1Y | +59.8% | -33.2% | +93.0% | +92.2% |
| 3Y | +467.2% | +28.1% | +439.1% | +297.2% |
| All | -21.3% | +53.9% | -75.1% | -61.1% |
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 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