+455.6%
FSLR vs HBM
+274.8%
+180.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -8.4% | -1.3% | -7.2% | -8.4% |
| 30D | -0.9% | -14.8% | +13.9% | +2.6% |
| 3M | -26.1% | -20.7% | -5.4% | -22.4% |
| 6M | -23.6% | -13.9% | -9.7% | -21.9% |
| YTD | -31.8% | +10.6% | -42.4% | -35.2% |
| 1Y | -32.6% | +32.4% | -64.9% | -38.7% |
| 3Y | +33.0% | +432.0% | -399.0% | -15.2% |
| 5Y | +56.8% | +205.5% | -148.7% | +6.9% |
| 10Y | +455.6% | +291.1% | +164.4% | +187.5% |
| All | +455.6% | +274.8% | +180.7% | +187.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling