-28.2%
DHR vs FSLR
+116.7%
-144.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.5% |
| 7D | -0.8% | +6.8% | -7.6% | -1.4% |
| 30D | +0.2% | -14.7% | +14.9% | +1.5% |
| 3M | +12.1% | -22.6% | +34.6% | +14.3% |
| 6M | +5.4% | +12.7% | -7.3% | +3.6% |
| YTD | -10.0% | -18.4% | +8.4% | -9.2% |
| 1Y | +4.1% | +4.9% | -0.9% | +2.0% |
| 3Y | -5.2% | +16.4% | -21.6% | -11.6% |
| 5Y | -28.2% | +123.5% | -151.7% | -43.0% |
| All | -28.2% | +116.7% | -144.9% | -43.0% |
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