+326.6%
FSLR vs USHY
+50.7%
+275.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | -0.1% | +0.1% | +0.3% |
| 30D | -13.7% | +0.1% | -13.7% | -13.8% |
| 3M | -35.1% | +0.8% | -35.9% | -35.9% |
| 6M | +3.6% | +1.7% | +1.9% | +0.8% |
| YTD | -21.7% | +2.5% | -24.2% | -25.0% |
| 1Y | +1.3% | +4.4% | -3.1% | -6.1% |
| 3Y | +9.7% | +27.4% | -17.7% | -28.1% |
| 5Y | +117.4% | +21.7% | +95.6% | +57.5% |
| All | +326.6% | +50.7% | +275.9% | +130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling