+691.3%
FSLR vs HAS
+721.6%
-30.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.4% |
| 7D | +10.7% | 0.0% | +10.7% | +10.7% |
| 30D | +8.9% | +31.3% | -22.4% | -3.5% |
| 3M | -17.3% | +32.1% | -49.4% | -27.1% |
| 6M | -10.8% | +28.1% | -38.9% | -21.4% |
| YTD | -25.1% | +49.1% | -74.2% | -38.6% |
| 1Y | -29.4% | +60.5% | -90.0% | -44.0% |
| 3Y | +28.8% | +183.9% | -155.0% | -23.4% |
| 5Y | +68.3% | +51.2% | +17.1% | +28.9% |
| 10Y | +502.7% | +105.3% | +397.4% | +241.2% |
| All | +691.3% | +721.6% | -30.3% | +68.2% |
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