-6.0%
DHR vs FSLR
+9.6%
-15.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.2% |
| 7D | -2.4% | +0.2% | -2.7% | -2.5% |
| 30D | -2.2% | -15.1% | +13.0% | -0.9% |
| 3M | +9.0% | -22.5% | +31.5% | +11.0% |
| 6M | +3.5% | +4.0% | -0.5% | +2.4% |
| YTD | -10.1% | -22.3% | +12.1% | -9.0% |
| 1Y | +6.2% | 0.0% | +6.2% | +4.4% |
| All | -6.0% | +9.6% | -15.7% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling