+123.5%
FSLR vs HSY
+13.1%
+110.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +6.8% | -1.6% | +8.4% | +6.8% |
| 30D | -14.7% | -4.2% | -10.5% | -14.7% |
| 3M | -22.6% | -0.7% | -21.8% | -22.5% |
| 6M | +12.7% | -21.8% | +34.5% | +13.0% |
| YTD | -18.4% | -2.7% | -15.7% | -18.5% |
| 1Y | +4.9% | -4.8% | +9.8% | +4.8% |
| 3Y | +16.4% | -9.4% | +25.8% | +15.2% |
| 5Y | +123.5% | +11.3% | +112.2% | +150.2% |
| All | +123.5% | +13.1% | +110.3% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling