+726.4%
FSLR vs HDB
+615.6%
+110.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -13.7% | -2.8% | -10.9% | -12.6% |
| 3M | -35.1% | -3.5% | -31.5% | -34.2% |
| 6M | +3.6% | -24.7% | +28.4% | +17.5% |
| YTD | -21.7% | -36.6% | +14.8% | -3.7% |
| 1Y | +1.3% | -34.4% | +35.6% | +22.2% |
| 3Y | +9.7% | -24.4% | +34.1% | +20.3% |
| 5Y | +117.4% | -35.4% | +152.7% | +150.5% |
| 10Y | +435.5% | +39.5% | +395.9% | +271.6% |
| All | +726.4% | +615.6% | +110.8% | +65.8% |
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