+16.4%
FSLR vs USHY
+27.8%
-11.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.4% |
| 7D | +6.8% | 0.0% | +6.8% | +6.7% |
| 30D | -14.7% | 0.0% | -14.7% | -14.6% |
| 3M | -22.6% | +1.2% | -23.7% | -25.5% |
| 6M | +12.7% | +2.6% | +10.1% | +3.7% |
| YTD | -18.4% | +2.4% | -20.8% | -24.5% |
| 1Y | +4.9% | +4.2% | +0.7% | -8.4% |
| 3Y | +16.4% | +28.0% | -11.6% | -47.1% |
| All | +16.4% | +27.8% | -11.4% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling