+726.4%
FSLR vs HAS
+536.0%
+190.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | 0.0% | -1.8% | +1.8% | +0.8% |
| 30D | -13.7% | +2.3% | -15.9% | -14.6% |
| 3M | -35.1% | +10.4% | -45.4% | -38.2% |
| 6M | +3.6% | -3.2% | +6.9% | +3.3% |
| YTD | -21.7% | +15.4% | -37.1% | -28.0% |
| 1Y | +1.3% | +18.8% | -17.5% | -8.2% |
| 3Y | +9.7% | +43.9% | -34.2% | -11.7% |
| 5Y | +117.4% | +13.9% | +103.5% | +88.8% |
| 10Y | +435.5% | +56.4% | +379.1% | +242.1% |
| All | +726.4% | +536.0% | +190.4% | +97.1% |
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