-26.0%
FSLR vs USHY
+1.9%
-27.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +4.0% | +1.4% |
| 7D | +10.3% | -0.2% | +10.5% | +11.3% |
| 30D | +10.4% | +0.7% | +9.7% | +6.7% |
| 3M | -20.2% | -2.2% | -18.0% | -10.4% |
| 6M | -8.0% | -0.9% | -7.1% | -2.5% |
| YTD | -25.5% | +0.2% | -25.7% | -25.7% |
| 1Y | -26.0% | +1.7% | -27.7% | -33.4% |
| All | -26.0% | +1.9% | -27.8% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling