+713.0%
FSLR vs HDB
+676.1%
+36.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +1.0% | +1.9% |
| 7D | +15.3% | +13.3% | +2.0% | +8.6% |
| 30D | +11.7% | +13.6% | -1.9% | +4.8% |
| 3M | -17.6% | +5.8% | -23.4% | -20.2% |
| 6M | -7.7% | -1.9% | -5.8% | -7.9% |
| YTD | -23.0% | -31.2% | +8.2% | -9.3% |
| 1Y | -26.0% | -29.6% | +3.5% | -13.9% |
| 3Y | +36.9% | -10.1% | +47.0% | +37.5% |
| 5Y | +72.9% | -24.3% | +97.3% | +83.9% |
| 10Y | +519.3% | +59.3% | +460.0% | +300.2% |
| All | +713.0% | +676.1% | +36.9% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling