+398.1%
FSLR vs HWM
+1,494.1%
-1,096.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | 0.0% | -2.1% | +2.1% | +0.5% |
| 30D | -13.7% | -11.0% | -2.7% | -10.7% |
| 3M | -35.1% | +4.0% | -39.1% | -36.0% |
| 6M | +3.6% | -0.2% | +3.9% | +3.2% |
| YTD | -21.7% | +26.7% | -48.4% | -27.8% |
| 1Y | +1.3% | +44.7% | -43.4% | -10.3% |
| 3Y | +9.7% | +426.1% | -416.4% | -37.3% |
| 5Y | +117.4% | +738.5% | -621.1% | +6.8% |
| All | +398.1% | +1,494.1% | -1,096.0% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling