+464.5%
FSLR vs HAS
+102.4%
+362.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.3% | -5.8% |
| 7D | -2.6% | +3.3% | -5.9% | -3.6% |
| 30D | +1.8% | +30.5% | -28.8% | -6.6% |
| 3M | -24.4% | +29.9% | -54.3% | -30.6% |
| 6M | -17.7% | +26.5% | -44.3% | -24.6% |
| YTD | -30.7% | +51.9% | -82.7% | -40.4% |
| 1Y | -33.6% | +60.9% | -94.5% | -44.0% |
| 3Y | +35.1% | +215.0% | -179.8% | -10.1% |
| 5Y | +63.1% | +51.5% | +11.6% | +34.1% |
| All | +464.5% | +102.4% | +362.1% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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