+726.4%
FSLR vs HSY
+440.3%
+286.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | 0.0% | -3.3% | +3.3% | +1.1% |
| 30D | -13.7% | -2.8% | -10.8% | -12.9% |
| 3M | -35.1% | -4.5% | -30.6% | -34.5% |
| 6M | +3.6% | -24.2% | +27.9% | +12.5% |
| YTD | -21.7% | -2.7% | -19.0% | -22.3% |
| 1Y | +1.3% | -3.7% | +5.0% | +0.5% |
| 3Y | +9.7% | -11.5% | +21.2% | +9.2% |
| 5Y | +117.4% | +10.3% | +107.0% | +93.0% |
| 10Y | +435.5% | +122.1% | +313.4% | +226.7% |
| All | +726.4% | +440.3% | +286.1% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling