+713.0%
FSLR vs FHN
+0.9%
+712.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.1% | +2.9% |
| 7D | +15.3% | -1.0% | +16.3% | +15.7% |
| 30D | +11.7% | +0.2% | +11.4% | +11.5% |
| 3M | -17.6% | -9.0% | -8.6% | -15.3% |
| 6M | -7.7% | -6.8% | -0.9% | -6.0% |
| YTD | -23.0% | -1.5% | -21.5% | -23.1% |
| 1Y | -26.0% | +10.9% | -37.0% | -28.8% |
| 3Y | +36.9% | +119.4% | -82.5% | +2.8% |
| 5Y | +72.9% | +57.5% | +15.4% | +34.6% |
| 10Y | +519.3% | +114.1% | +405.2% | +296.6% |
| All | +713.0% | +0.9% | +712.1% | +539.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling