+447.0%
FSLR vs HSY
+124.3%
+322.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -4.7% |
| 7D | +0.2% | -3.0% | +3.2% | +0.7% |
| 30D | -15.1% | -5.0% | -10.1% | -14.5% |
| 3M | -22.5% | -1.3% | -21.2% | -22.6% |
| 6M | +4.0% | -21.5% | +25.5% | +7.5% |
| YTD | -22.3% | -3.3% | -19.0% | -22.5% |
| 1Y | 0.0% | -5.5% | +5.5% | 0.0% |
| 3Y | +10.9% | -9.9% | +20.8% | +10.5% |
| 5Y | +105.4% | +11.3% | +94.0% | +90.9% |
| 10Y | +447.0% | +128.1% | +318.9% | +311.3% |
| All | +447.0% | +124.3% | +322.7% | +311.3% |
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