+420.9%
FSLR vs FHN
+80.9%
+339.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -12.0% | +1.3% | -13.2% | -12.3% |
| 30D | -7.7% | +2.8% | -10.5% | -8.4% |
| 3M | -24.0% | -8.9% | -15.1% | -22.1% |
| 6M | -24.4% | -0.7% | -23.8% | -24.5% |
| YTD | -34.0% | +0.1% | -34.1% | -34.4% |
| 1Y | -35.6% | +10.4% | -46.0% | -37.7% |
| 3Y | +28.7% | +128.8% | -100.2% | -2.7% |
| 5Y | +55.3% | +61.5% | -6.1% | +21.3% |
| All | +420.9% | +80.9% | +339.9% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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