+123.5%
FSLR vs BHP
+121.9%
+1.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.5% |
| 7D | +6.8% | +1.3% | +5.5% | +6.2% |
| 30D | -14.7% | +4.0% | -18.7% | -16.3% |
| 3M | -22.6% | +12.3% | -34.9% | -26.7% |
| 6M | +12.7% | +30.8% | -18.1% | +0.1% |
| YTD | -18.4% | +58.8% | -77.1% | -33.8% |
| 1Y | +4.9% | +76.8% | -71.9% | -18.8% |
| 3Y | +16.4% | +87.5% | -71.1% | -12.7% |
| 5Y | +123.5% | +123.9% | -0.4% | +58.7% |
| All | +123.5% | +121.9% | +1.6% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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