+466.4%
FSLR vs HST
+143.2%
+323.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -6.5% |
| 7D | -2.6% | +0.6% | -3.2% | -3.1% |
| 30D | +1.8% | +14.5% | -12.7% | -3.5% |
| 3M | -24.4% | +15.4% | -39.8% | -28.6% |
| 6M | -17.7% | +22.0% | -39.7% | -24.2% |
| YTD | -30.7% | +54.9% | -85.6% | -41.7% |
| 1Y | -33.6% | +54.0% | -87.6% | -44.1% |
| 3Y | +35.1% | +90.4% | -55.3% | +3.1% |
| 5Y | +63.1% | +84.2% | -21.2% | +22.5% |
| 10Y | +466.4% | +144.6% | +321.8% | +226.5% |
| All | +466.4% | +143.2% | +323.2% | +226.5% |
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