+123.6%
FSLR vs ALHC
-61.8%
+185.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.8% | -4.7% |
| 7D | +5.3% | +3.9% | +1.4% | +4.9% |
| 30D | +7.8% | -3.6% | +11.4% | +7.9% |
| 3M | -23.4% | -49.4% | +26.0% | -20.1% |
| 6M | -12.9% | -59.5% | +46.6% | -8.7% |
| YTD | -26.7% | -63.2% | +36.5% | -22.9% |
| 1Y | -28.4% | -55.5% | +27.1% | -26.1% |
| 3Y | +44.6% | +23.0% | +21.6% | +25.3% |
| 5Y | +67.9% | -65.7% | +133.7% | +52.4% |
| All | +123.6% | -61.8% | +185.4% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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