+596.4%
FSLR vs HST
+119.6%
+476.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | -12.0% | +3.6% | -15.6% | -13.4% |
| 30D | -7.7% | +9.9% | -17.6% | -11.4% |
| 3M | -24.0% | +12.9% | -37.0% | -27.8% |
| 6M | -24.4% | +22.9% | -47.3% | -30.9% |
| YTD | -34.0% | +52.4% | -86.4% | -44.8% |
| 1Y | -35.6% | +52.5% | -88.1% | -46.2% |
| 3Y | +28.7% | +87.4% | -58.8% | -3.1% |
| 5Y | +55.3% | +82.9% | -27.6% | +14.6% |
| 10Y | +437.4% | +134.8% | +302.7% | +225.8% |
| All | +596.4% | +119.6% | +476.9% | +217.4% |
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 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