+55.3%
FSLR vs HWM
+606.1%
-550.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -12.0% | +11.1% | -23.1% | -15.0% |
| 30D | -7.7% | +3.0% | -10.6% | -9.1% |
| 3M | -24.0% | -20.7% | -3.3% | -18.7% |
| 6M | -24.4% | -17.2% | -7.3% | -20.6% |
| YTD | -34.0% | +9.1% | -43.1% | -37.6% |
| 1Y | -35.6% | +9.0% | -44.6% | -39.0% |
| 3Y | +28.7% | +353.8% | -325.2% | -37.8% |
| 5Y | +55.3% | +608.0% | -552.7% | -43.2% |
| All | +55.3% | +606.1% | -550.7% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling