-26.0%
FSLR vs HTZ
-60.6%
+34.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.2% | -4.5% | +3.7% |
| 7D | +10.3% | +18.9% | -8.6% | +8.5% |
| 30D | +10.4% | +26.3% | -15.8% | +7.8% |
| 3M | -20.2% | +49.7% | -69.8% | -24.4% |
| 6M | -8.0% | -61.1% | +53.1% | -2.2% |
| YTD | -25.5% | -56.0% | +30.5% | -22.8% |
| 1Y | -26.0% | -66.4% | +40.5% | -21.3% |
| All | -26.0% | -60.6% | +34.7% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 1y: compounded portfolio wealth divided by compounded HTZ 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…
1y analysis · Full analysis span regression · 6 months rolling