+192.7%
HUT vs FSLR
+195.8%
-3.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.7% | +11.8% | +13.1% |
| 7D | -11.4% | +15.3% | -26.7% | -18.6% |
| 30D | -41.0% | +11.7% | -52.7% | -44.6% |
| 3M | -41.9% | -17.6% | -24.3% | -36.5% |
| 6M | -51.7% | -7.7% | -43.9% | -50.3% |
| YTD | +14.6% | -23.0% | +37.6% | +27.8% |
| 1Y | +21.4% | -26.0% | +47.4% | +39.4% |
| 3Y | +359.8% | +36.9% | +323.0% | +227.1% |
| 5Y | -27.5% | +72.9% | -100.4% | -60.0% |
| All | +192.7% | +195.8% | -3.0% | -9.8% |
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