+447.0%
FSLR vs HBM
+625.8%
-178.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -4.6% |
| 7D | +0.2% | +5.5% | -5.3% | -1.0% |
| 30D | -15.1% | +3.3% | -18.4% | -16.0% |
| 3M | -22.5% | +12.7% | -35.2% | -25.2% |
| 6M | +4.0% | +28.2% | -24.2% | -3.1% |
| YTD | -22.3% | +45.3% | -67.6% | -30.3% |
| 1Y | 0.0% | +121.7% | -121.7% | -19.0% |
| 3Y | +10.9% | +523.5% | -512.7% | -31.2% |
| 5Y | +105.4% | +393.9% | -288.5% | +27.3% |
| 10Y | +447.0% | +647.9% | -200.9% | +179.6% |
| All | +447.0% | +625.8% | -178.8% | +179.6% |
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