-33.2%
FSLR vs HTZ
-75.7%
+42.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.3% |
| 7D | -14.8% | -8.5% | -6.3% | -14.1% |
| 30D | -4.3% | -18.9% | +14.6% | -2.9% |
| 3M | -23.4% | -36.0% | +12.7% | -20.9% |
| 6M | -26.9% | -74.6% | +47.6% | -19.3% |
| YTD | -34.4% | -70.8% | +36.4% | -29.6% |
| 1Y | -33.2% | -75.3% | +42.1% | -27.4% |
| All | -33.2% | -75.7% | +42.5% | -27.4% |
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