-26.0%
FSLR vs HTZ
-75.3%
+49.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.4% | +11.1% | +3.5% |
| 7D | +15.3% | -14.6% | +29.9% | +16.5% |
| 30D | +11.7% | -20.8% | +32.4% | +13.4% |
| 3M | -17.6% | -18.8% | +1.2% | -17.3% |
| 6M | -7.7% | -74.7% | +67.0% | +1.6% |
| YTD | -23.0% | -68.1% | +45.1% | -18.1% |
| 1Y | -26.0% | -73.5% | +47.4% | -20.5% |
| All | -26.0% | -75.3% | +49.3% | -20.5% |
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