+619.9%
FSLR vs HSY
+450.6%
+169.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | -8.4% | +1.1% | -9.5% | -8.7% |
| 30D | -0.9% | +7.7% | -8.6% | -3.4% |
| 3M | -26.1% | -2.3% | -23.8% | -25.7% |
| 6M | -23.6% | -5.3% | -18.3% | -23.1% |
| YTD | -31.8% | -0.9% | -30.9% | -32.9% |
| 1Y | -32.6% | +5.2% | -37.8% | -35.0% |
| 3Y | +33.0% | +0.7% | +32.3% | +25.6% |
| 5Y | +56.8% | +12.2% | +44.6% | +38.5% |
| 10Y | +455.6% | +131.1% | +324.4% | +232.9% |
| All | +619.9% | +450.6% | +169.4% | +149.4% |
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