+431.2%
FSLR vs HST
+97.2%
+334.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | 0.0% | -1.0% | +1.0% | +0.4% |
| 30D | -13.7% | -12.3% | -1.4% | -9.6% |
| 3M | -35.1% | -6.4% | -28.7% | -33.7% |
| 6M | +3.6% | +15.0% | -11.4% | -2.3% |
| YTD | -21.7% | +30.5% | -52.2% | -29.7% |
| 1Y | +1.3% | +35.7% | -34.4% | -10.6% |
| 3Y | +9.7% | +68.4% | -58.7% | -12.1% |
| 5Y | +117.4% | +73.1% | +44.2% | +67.3% |
| All | +431.2% | +97.2% | +334.0% | +251.4% |
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