+105.4%
FSLR vs HCA
+73.0%
+32.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.9% | -9.7% | -6.0% |
| 7D | +0.2% | +4.9% | -4.7% | -1.0% |
| 30D | -15.1% | +1.9% | -17.0% | -15.7% |
| 3M | -22.5% | +12.7% | -35.3% | -25.4% |
| 6M | +4.0% | -22.3% | +26.3% | +11.4% |
| YTD | -22.3% | -9.3% | -12.9% | -20.8% |
| 1Y | 0.0% | +2.7% | -2.7% | -2.6% |
| 3Y | +10.9% | +57.8% | -47.0% | -9.2% |
| 5Y | +105.4% | +70.3% | +35.0% | +53.3% |
| All | +105.4% | +73.0% | +32.4% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling