+726.4%
FSLR vs HIG
+144.2%
+582.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -13.7% | -3.2% | -10.4% | -13.0% |
| 3M | -35.1% | +9.1% | -44.2% | -36.6% |
| 6M | +3.6% | -1.8% | +5.4% | +3.4% |
| YTD | -21.7% | +1.8% | -23.5% | -22.6% |
| 1Y | +1.3% | +4.6% | -3.3% | -0.6% |
| 3Y | +9.7% | +101.6% | -91.9% | -8.6% |
| 5Y | +117.4% | +124.5% | -7.1% | +75.7% |
| 10Y | +435.5% | +317.8% | +117.7% | +263.5% |
| All | +726.4% | +144.2% | +582.2% | +471.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling