+1.9%
HAL vs FSLR
+441.2%
-439.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +17.0% | -13.7% | +30.7% | +20.2% |
| 3M | -9.7% | -35.1% | +25.4% | -2.3% |
| 6M | +8.6% | +3.6% | +5.0% | +6.1% |
| YTD | +33.0% | -21.7% | +54.7% | +36.6% |
| 1Y | +68.3% | +1.3% | +67.0% | +62.0% |
| 3Y | +0.1% | +9.7% | -9.6% | -13.4% |
| 5Y | +102.6% | +117.4% | -14.7% | +33.3% |
| All | +1.9% | +441.2% | -439.2% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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