+419.5%
FSLR vs HWM
+1,323.5%
-904.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -10.7% | +15.0% | +7.6% |
| 7D | +6.8% | -9.2% | +16.0% | +9.6% |
| 30D | -14.7% | -17.9% | +3.1% | -9.9% |
| 3M | -22.6% | -6.0% | -16.5% | -21.5% |
| 6M | +12.7% | -7.4% | +20.1% | +14.4% |
| YTD | -18.4% | +13.1% | -31.5% | -22.3% |
| 1Y | +4.9% | +29.3% | -24.4% | -4.2% |
| 3Y | +16.4% | +389.9% | -373.5% | -32.3% |
| 5Y | +123.5% | +655.5% | -532.1% | +12.9% |
| All | +419.5% | +1,323.5% | -904.0% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling