+464.5%
FSLR vs HBM
+275.0%
+189.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.7% | -1.9% | -4.7% |
| 7D | -2.6% | +2.4% | -5.0% | -3.4% |
| 30D | +1.8% | -16.0% | +17.7% | +5.7% |
| 3M | -24.4% | -21.3% | -3.0% | -20.5% |
| 6M | -17.7% | -12.2% | -5.5% | -16.2% |
| YTD | -30.7% | +10.7% | -41.4% | -34.2% |
| 1Y | -33.6% | +30.3% | -63.9% | -39.4% |
| 3Y | +35.1% | +432.2% | -397.1% | -13.9% |
| 5Y | +63.1% | +218.8% | -155.7% | +10.2% |
| All | +464.5% | +275.0% | +189.5% | +192.1% |
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