+1.7%
FSLR vs HBM
+103.9%
-102.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.5% | +9.5% | +4.3% |
| 7D | -0.1% | -3.7% | +3.6% | +0.9% |
| 30D | -14.0% | -3.7% | -10.3% | -13.5% |
| 3M | -16.9% | +8.0% | -24.9% | -19.9% |
| 6M | +4.7% | +15.8% | -11.0% | -1.3% |
| YTD | -20.7% | +34.4% | -55.1% | -30.1% |
| 1Y | +1.7% | +98.2% | -96.5% | -20.3% |
| All | +1.7% | +103.9% | -102.3% | -20.3% |
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