+257.7%
FSLR vs USHY
+48.0%
+209.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.3% |
| 7D | -14.8% | -0.4% | -14.4% | -14.0% |
| 30D | -4.3% | +0.6% | -4.9% | -5.3% |
| 3M | -23.4% | -2.0% | -21.4% | -20.0% |
| 6M | -26.9% | -0.5% | -26.4% | -25.6% |
| YTD | -34.4% | +0.6% | -35.0% | -34.6% |
| 1Y | -33.2% | +2.1% | -35.3% | -35.2% |
| 3Y | +28.1% | +25.3% | +2.7% | -13.1% |
| 5Y | +54.5% | +19.7% | +34.8% | +16.0% |
| All | +257.7% | +48.0% | +209.7% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling