+22.4%
FSLR vs HCA
+2,058.6%
-2,036.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -14.8% | +0.8% | -15.6% | -15.0% |
| 30D | -4.3% | +6.1% | -10.4% | -6.4% |
| 3M | -23.4% | +21.4% | -44.8% | -28.5% |
| 6M | -26.9% | +17.2% | -44.1% | -31.7% |
| YTD | -34.4% | +7.5% | -41.9% | -37.2% |
| 1Y | -33.2% | +6.2% | -39.4% | -35.9% |
| 3Y | +28.1% | +122.0% | -94.0% | -7.5% |
| 5Y | +54.5% | +112.2% | -57.7% | +10.2% |
| 10Y | +434.6% | +675.7% | -241.1% | +123.8% |
| All | +22.4% | +2,058.6% | -2,036.2% | -63.2% |
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 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