-29.7%
FSLR vs ALHC
-55.2%
+25.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.8% | -4.7% |
| 7D | +5.3% | +3.9% | +1.4% | +5.3% |
| 30D | +7.8% | -3.6% | +11.4% | +7.8% |
| 3M | -23.4% | -49.4% | +26.0% | -25.4% |
| 6M | -12.9% | -59.5% | +46.6% | -14.7% |
| YTD | -26.7% | -63.2% | +36.5% | -30.0% |
| All | -29.7% | -55.2% | +25.4% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling