-26.0%
FSLR vs HAS
+59.5%
-85.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +2.8% |
| 7D | +15.3% | -0.2% | +15.5% | +15.3% |
| 30D | +11.7% | +31.0% | -19.4% | +7.1% |
| 3M | -17.6% | +30.7% | -48.3% | -21.0% |
| 6M | -7.7% | +23.9% | -31.6% | -10.9% |
| YTD | -23.0% | +48.3% | -71.3% | -35.4% |
| 1Y | -26.0% | +60.2% | -86.3% | -40.2% |
| All | -26.0% | +59.5% | -85.5% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling