+46.0%
FSLR vs HCA
+1,648.5%
-1,602.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | 0.0% | -3.1% | +3.1% | +1.0% |
| 30D | -13.7% | -1.1% | -12.5% | -13.5% |
| 3M | -35.1% | +12.2% | -47.2% | -38.2% |
| 6M | +3.6% | -25.3% | +29.0% | +13.0% |
| YTD | -21.7% | -12.9% | -8.8% | -19.4% |
| 1Y | +1.3% | -0.9% | +2.2% | -0.7% |
| 3Y | +9.7% | +47.6% | -37.9% | -8.6% |
| 5Y | +117.4% | +67.0% | +50.4% | +68.3% |
| 10Y | +435.5% | +471.4% | -36.0% | +148.8% |
| All | +46.0% | +1,648.5% | -1,602.6% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling