+19.7%
HAL vs FSLR
-33.8%
+53.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +4.9% | +3.4% |
| 7D | -0.2% | -8.4% | +8.2% | -0.1% |
| 30D | +1.0% | -0.9% | +1.9% | +1.0% |
| 3M | -2.1% | -26.1% | +23.9% | -1.2% |
| 6M | -17.5% | -23.6% | +6.2% | -16.0% |
| YTD | +18.1% | -31.8% | +50.0% | +21.8% |
| 1Y | +19.7% | -32.6% | +52.3% | +24.2% |
| All | +19.7% | -33.8% | +53.5% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling