+453.5%
FSLR vs HIG
+315.0%
+138.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.1% | -2.3% | +2.2% | +0.6% |
| 30D | -14.0% | -1.2% | -12.8% | -13.7% |
| 3M | -16.9% | +6.3% | -23.2% | -18.9% |
| 6M | +4.7% | +0.6% | +4.2% | +3.6% |
| YTD | -20.7% | +0.6% | -21.3% | -21.7% |
| 1Y | +1.7% | +6.1% | -4.4% | -1.6% |
| 3Y | +13.1% | +102.0% | -88.9% | -15.7% |
| 5Y | +108.4% | +119.2% | -10.8% | +48.7% |
| All | +453.5% | +315.0% | +138.5% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling