+455.6%
FSLR vs HDB
+64.3%
+391.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -8.4% | +6.9% | -15.4% | -10.6% |
| 30D | -0.9% | +15.2% | -16.1% | -5.8% |
| 3M | -26.1% | +11.7% | -37.8% | -29.2% |
| 6M | -23.6% | +7.5% | -31.2% | -26.0% |
| YTD | -31.8% | -28.8% | -3.0% | -24.0% |
| 1Y | -32.6% | -29.1% | -3.5% | -24.8% |
| 3Y | +33.0% | -7.0% | +40.0% | +32.4% |
| 5Y | +56.8% | -22.1% | +78.8% | +63.3% |
| 10Y | +455.6% | +64.9% | +390.7% | +376.5% |
| All | +455.6% | +64.3% | +391.2% | +376.5% |
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