+418.1%
FSLR vs HST
+133.7%
+284.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -14.8% | +3.6% | -18.4% | -16.0% |
| 30D | -4.3% | +11.2% | -15.5% | -8.3% |
| 3M | -23.4% | +13.1% | -36.5% | -27.0% |
| 6M | -26.9% | +23.9% | -50.9% | -33.0% |
| YTD | -34.4% | +52.3% | -86.7% | -44.4% |
| 1Y | -33.2% | +56.7% | -89.9% | -44.1% |
| 3Y | +28.1% | +87.5% | -59.5% | -1.7% |
| 5Y | +54.5% | +82.8% | -28.3% | +16.5% |
| All | +418.1% | +133.7% | +284.4% | +219.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling