+418.1%
FSLR vs HRB
+221.6%
+196.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -14.8% | -5.1% | -9.7% | -14.1% |
| 30D | -4.3% | +8.7% | -13.0% | -5.5% |
| 3M | -23.4% | -5.4% | -18.0% | -23.0% |
| 6M | -26.9% | +41.6% | -68.5% | -31.7% |
| YTD | -34.4% | +18.7% | -53.0% | -37.1% |
| 1Y | -33.2% | +16.4% | -49.6% | -35.8% |
| 3Y | +28.1% | +22.0% | +6.1% | +19.0% |
| 5Y | +54.5% | +141.2% | -86.7% | +21.5% |
| All | +418.1% | +221.6% | +196.5% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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