+68.3%
FSLR vs HTZ
-94.7%
+163.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -20.8% | +21.4% | +2.9% |
| 7D | +10.7% | -7.7% | +18.4% | +11.3% |
| 30D | +8.9% | -13.1% | +22.0% | +10.0% |
| 3M | -17.3% | +14.7% | -32.1% | -19.9% |
| 6M | -10.8% | -70.6% | +59.8% | -1.6% |
| YTD | -25.1% | -65.2% | +40.1% | -19.8% |
| 1Y | -29.4% | -73.2% | +43.8% | -22.5% |
| 3Y | +28.8% | -80.8% | +109.7% | +42.0% |
| 5Y | +68.3% | -94.8% | +163.1% | +131.5% |
| All | +68.3% | -94.7% | +163.0% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling