-26.0%
FSLR vs HST
+76.4%
-102.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.4% | +4.1% |
| 7D | +10.3% | +3.3% | +7.0% | +9.0% |
| 30D | +10.4% | +16.4% | -5.9% | +4.5% |
| 3M | -20.2% | +5.5% | -25.6% | -22.2% |
| 6M | -8.0% | +31.1% | -39.1% | -18.7% |
| YTD | -25.5% | +55.9% | -81.5% | -38.4% |
| 1Y | -26.0% | +75.6% | -101.6% | -39.8% |
| All | -26.0% | +76.4% | -102.3% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling