-33.6%
FSLR vs HTZ
-77.9%
+44.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.0% | +2.4% | -4.8% |
| 7D | -2.6% | -27.5% | +24.9% | 0.0% |
| 30D | +1.8% | -21.9% | +23.7% | +3.6% |
| 3M | -24.4% | -29.2% | +4.9% | -23.0% |
| 6M | -17.7% | -75.2% | +57.5% | -8.6% |
| YTD | -30.7% | -70.8% | +40.1% | -25.6% |
| 1Y | -33.6% | -76.1% | +42.5% | -27.2% |
| All | -33.6% | -77.9% | +44.3% | -27.2% |
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