+466.4%
FSLR vs HSY
+121.1%
+345.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | -2.6% | +3.8% | -6.5% | -3.1% |
| 30D | +1.8% | +6.9% | -5.1% | +0.8% |
| 3M | -24.4% | -4.1% | -20.3% | -24.0% |
| 6M | -17.7% | -5.0% | -12.7% | -17.4% |
| YTD | -30.7% | -2.3% | -28.4% | -31.1% |
| 1Y | -33.6% | +6.1% | -39.7% | -34.9% |
| 3Y | +35.1% | -0.7% | +35.8% | +31.6% |
| 5Y | +63.1% | +9.9% | +53.2% | +52.6% |
| 10Y | +466.4% | +127.8% | +338.6% | +275.6% |
| All | +466.4% | +121.1% | +345.3% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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