+713.0%
FSLR vs HAS
+717.3%
-4.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +3.0% |
| 7D | +15.3% | -0.2% | +15.5% | +15.4% |
| 30D | +11.7% | +31.0% | -19.4% | -1.0% |
| 3M | -17.6% | +30.7% | -48.3% | -27.0% |
| 6M | -7.7% | +23.9% | -31.6% | -17.5% |
| YTD | -23.0% | +48.3% | -71.3% | -36.8% |
| 1Y | -26.0% | +60.2% | -86.3% | -41.3% |
| 3Y | +36.9% | +189.2% | -152.4% | -19.3% |
| 5Y | +72.9% | +50.4% | +22.5% | +32.7% |
| 10Y | +519.3% | +104.2% | +415.1% | +251.4% |
| All | +713.0% | +717.3% | -4.3% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling