+36.9%
FSLR vs HST
+77.0%
-40.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.8% |
| 7D | +15.3% | -2.7% | +18.0% | +16.4% |
| 30D | +11.7% | +10.7% | +1.0% | +7.3% |
| 3M | -17.6% | +6.3% | -23.9% | -19.6% |
| 6M | -7.7% | +19.0% | -26.7% | -14.5% |
| YTD | -23.0% | +47.0% | -70.0% | -34.4% |
| 1Y | -26.0% | +53.4% | -79.5% | -38.0% |
| 3Y | +36.9% | +78.0% | -41.1% | -15.7% |
| All | +36.9% | +77.0% | -40.2% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling