+9.6%
FSLR vs HTZ
-86.4%
+96.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.5% |
| 7D | 0.0% | +7.5% | -7.5% | -0.5% |
| 30D | -13.7% | +47.4% | -61.1% | -16.7% |
| 3M | -35.1% | -54.9% | +19.8% | -32.6% |
| 6M | +3.6% | -47.0% | +50.6% | +5.9% |
| YTD | -21.7% | -55.3% | +33.5% | -19.2% |
| 1Y | +1.3% | -57.6% | +58.9% | +4.2% |
| All | +9.6% | -86.4% | +96.1% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling