+619.9%
FSLR vs HST
+121.8%
+498.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -8.4% | -1.3% | -7.2% | -8.2% |
| 30D | -0.9% | +13.4% | -14.3% | -6.0% |
| 3M | -26.1% | +16.7% | -42.8% | -30.8% |
| 6M | -23.6% | +24.0% | -47.7% | -30.5% |
| YTD | -31.8% | +54.0% | -85.8% | -43.2% |
| 1Y | -32.6% | +55.0% | -87.6% | -44.1% |
| 3Y | +33.0% | +89.3% | -56.3% | -0.2% |
| 5Y | +56.8% | +85.4% | -28.6% | +15.0% |
| 10Y | +455.6% | +137.1% | +318.4% | +235.3% |
| All | +619.9% | +121.8% | +498.1% | +226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling