+726.4%
FSLR vs FHN
+8.5%
+717.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | -13.7% | -4.7% | -9.0% | -12.5% |
| 3M | -35.1% | +3.5% | -38.6% | -35.9% |
| 6M | +3.6% | +7.8% | -4.2% | +1.0% |
| YTD | -21.7% | +5.9% | -27.6% | -23.5% |
| 1Y | +1.3% | +12.5% | -11.2% | -3.4% |
| 3Y | +9.7% | +117.2% | -107.5% | -17.3% |
| 5Y | +117.4% | +86.5% | +30.8% | +60.0% |
| 10Y | +435.5% | +125.7% | +309.8% | +237.6% |
| All | +726.4% | +8.5% | +717.9% | +536.3% |
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 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