+100.7%
FSLR vs HTZ
-93.2%
+193.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.0% | +2.4% | -4.7% |
| 7D | -2.6% | -27.5% | +24.9% | +0.2% |
| 30D | +1.8% | -21.9% | +23.7% | +3.8% |
| 3M | -24.4% | -29.2% | +4.9% | -22.7% |
| 6M | -17.7% | -75.2% | +57.5% | -8.2% |
| YTD | -30.7% | -70.8% | +40.1% | -24.8% |
| 1Y | -33.6% | -76.1% | +42.5% | -26.6% |
| 3Y | +35.1% | -82.5% | +117.7% | +45.5% |
| 5Y | +63.1% | -94.1% | +157.2% | +104.7% |
| All | +100.7% | -93.2% | +193.9% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling