+1.3%
FSLR vs HBM
+123.0%
-121.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | 0.0% | -6.4% | +6.3% | +2.0% |
| 30D | -13.7% | +5.9% | -19.6% | -15.6% |
| 3M | -35.1% | -8.9% | -26.2% | -33.9% |
| 6M | +3.6% | +10.7% | -7.0% | -1.5% |
| YTD | -21.7% | +38.3% | -60.0% | -31.3% |
| 1Y | +1.3% | +121.3% | -120.1% | -22.0% |
| All | +1.3% | +123.0% | -121.7% | -22.0% |
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