+123.5%
FSLR vs HIG
+122.5%
+0.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.7% |
| 7D | +6.8% | -1.1% | +7.9% | +7.0% |
| 30D | -14.7% | -4.9% | -9.8% | -13.9% |
| 3M | -22.6% | +6.8% | -29.4% | -23.8% |
| 6M | +12.7% | -1.7% | +14.4% | +12.8% |
| YTD | -18.4% | -0.2% | -18.1% | -18.7% |
| 1Y | +4.9% | +5.7% | -0.8% | +2.8% |
| 3Y | +16.4% | +100.3% | -83.9% | -11.9% |
| 5Y | +123.5% | +118.5% | +5.0% | +56.6% |
| All | +123.5% | +122.5% | +0.9% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling