+123.5%
FSLR vs HBM
+369.9%
-246.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.8% | -1.4% | +2.6% |
| 7D | +6.8% | +7.4% | -0.5% | +4.7% |
| 30D | -14.7% | +5.1% | -19.8% | -16.2% |
| 3M | -22.6% | +11.1% | -33.7% | -25.6% |
| 6M | +12.7% | +30.2% | -17.5% | +2.9% |
| YTD | -18.4% | +46.2% | -64.6% | -28.9% |
| 1Y | +4.9% | +120.0% | -115.1% | -19.1% |
| 3Y | +16.4% | +527.4% | -511.0% | -36.6% |
| 5Y | +123.5% | +400.4% | -276.9% | +19.8% |
| All | +123.5% | +369.9% | -246.4% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling