+458.5%
FSLR vs DHI
+414.5%
+43.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | +2.2% | -3.4% | +5.6% | +3.4% |
| 30D | -7.8% | -5.4% | -2.4% | -6.2% |
| 3M | -22.9% | -10.4% | -12.5% | -20.3% |
| 6M | +4.4% | -2.8% | +7.2% | +4.6% |
| YTD | -20.0% | -3.4% | -16.6% | -19.7% |
| 1Y | +2.8% | -22.9% | +25.7% | +10.8% |
| 3Y | +16.5% | +20.7% | -4.1% | +3.9% |
| 5Y | +110.3% | +62.1% | +48.1% | +62.3% |
| All | +458.5% | +414.5% | +43.9% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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