-33.2%
FSLR vs HAS
+58.1%
-91.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -14.8% | +1.4% | -16.2% | -15.0% |
| 30D | -4.3% | +26.3% | -30.6% | -7.6% |
| 3M | -23.4% | +25.6% | -49.0% | -26.0% |
| 6M | -26.9% | +30.3% | -57.2% | -30.6% |
| YTD | -34.4% | +50.4% | -84.7% | -44.5% |
| 1Y | -33.2% | +57.7% | -90.9% | -46.0% |
| All | -33.2% | +58.1% | -91.3% | -46.0% |
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