+123.5%
FSLR vs HRB
+112.6%
+10.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.5% | +10.8% | +4.5% |
| 7D | +6.8% | -9.1% | +15.9% | +7.1% |
| 30D | -14.7% | +0.3% | -15.0% | -14.7% |
| 3M | -22.6% | +23.4% | -46.0% | -23.3% |
| 6M | +12.7% | +45.1% | -32.4% | +9.9% |
| YTD | -18.4% | +8.9% | -27.2% | -17.8% |
| 1Y | +4.9% | -7.9% | +12.9% | +7.9% |
| 3Y | +16.4% | +27.9% | -11.5% | +10.7% |
| 5Y | +123.5% | +108.3% | +15.1% | +106.2% |
| All | +123.5% | +112.6% | +10.8% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling