+123.1%
FSLR vs HTZ
-92.5%
+215.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.4% | +11.1% | +3.6% |
| 7D | +15.3% | -14.6% | +29.9% | +16.7% |
| 30D | +11.7% | -20.8% | +32.4% | +13.7% |
| 3M | -17.6% | -18.8% | +1.2% | -17.0% |
| 6M | -7.7% | -74.7% | +67.0% | +2.7% |
| YTD | -23.0% | -68.1% | +45.1% | -17.2% |
| 1Y | -26.0% | -73.5% | +47.4% | -19.1% |
| 3Y | +36.9% | -81.8% | +118.7% | +47.5% |
| 5Y | +72.9% | -95.2% | +168.2% | +117.9% |
| All | +123.1% | -92.5% | +215.6% | +190.7% |
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