+15.5%
FSLR vs HCA
+57.5%
-42.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.0% |
| 7D | -0.1% | +2.9% | -3.1% | -0.6% |
| 30D | -14.0% | +2.4% | -16.4% | -14.4% |
| 3M | -16.9% | +13.0% | -29.9% | -19.0% |
| 6M | +4.7% | -21.4% | +26.1% | +11.4% |
| YTD | -20.7% | -9.5% | -11.2% | -18.9% |
| 1Y | +1.7% | +7.5% | -5.9% | -1.5% |
| All | +15.5% | +57.5% | -42.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 3y: compounded portfolio wealth divided by compounded HCA 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…
3y analysis · Full analysis span regression · 6 months rolling