-26.0%
FSLR vs HBM
+47.3%
-73.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +3.4% |
| 7D | +10.3% | -5.8% | +16.2% | +12.4% |
| 30D | +10.4% | -18.5% | +28.9% | +17.6% |
| 3M | -20.2% | -10.3% | -9.9% | -18.2% |
| 6M | -8.0% | +2.1% | -10.1% | -8.6% |
| YTD | -25.5% | +12.0% | -37.6% | -32.2% |
| 1Y | -26.0% | +49.8% | -75.7% | -42.0% |
| All | -26.0% | +47.3% | -73.2% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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