+35.2%
FSLR vs HAS
+215.8%
-180.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.3% |
| 3M | -24.4% | +29.9% | -54.3% | -30.3% |
| 6M | -17.7% | +26.5% | -44.3% | -24.2% |
| YTD | -30.7% | +51.9% | -82.7% | -40.7% |
| 1Y | -33.6% | +60.9% | -94.5% | -44.4% |
| All | +35.2% | +215.8% | -180.6% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling