+418.1%
FSLR vs HIG
+261.7%
+156.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -14.8% | +2.6% | -17.4% | -15.5% |
| 30D | -4.3% | +4.2% | -8.5% | -5.7% |
| 3M | -23.4% | +0.2% | -23.6% | -23.7% |
| 6M | -26.9% | +4.6% | -31.5% | -28.7% |
| YTD | -34.4% | +1.1% | -35.5% | -35.4% |
| 1Y | -33.2% | +4.7% | -37.9% | -35.0% |
| 3Y | +28.1% | +95.5% | -67.4% | -3.4% |
| 5Y | +54.5% | +111.7% | -57.2% | +11.8% |
| All | +418.1% | +261.7% | +156.4% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling