+454.3%
FSLR vs HDB
+34.0%
+420.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +5.4% |
| 7D | +6.8% | -2.0% | +8.9% | +7.5% |
| 30D | -14.7% | -4.9% | -9.9% | -13.3% |
| 3M | -22.6% | -2.3% | -20.3% | -22.3% |
| 6M | +12.7% | -23.7% | +36.4% | +22.9% |
| YTD | -18.4% | -38.5% | +20.1% | -4.0% |
| 1Y | +4.9% | -36.5% | +41.4% | +21.7% |
| 3Y | +16.4% | -28.5% | +44.8% | +27.4% |
| 5Y | +123.5% | -37.4% | +160.8% | +151.6% |
| 10Y | +454.3% | +34.0% | +420.3% | +399.9% |
| All | +454.3% | +34.0% | +420.3% | +399.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling