-13.7%
HAL vs FSLR
+32.4%
-46.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.4% |
| 7D | -12.0% | +15.3% | -27.3% | -12.7% |
| 30D | +0.3% | +11.7% | -11.4% | -0.4% |
| 3M | -1.6% | -17.6% | +16.0% | -0.6% |
| 6M | -20.5% | -7.7% | -12.8% | -20.3% |
| YTD | +14.2% | -23.0% | +37.2% | +15.6% |
| 1Y | +18.9% | -26.0% | +44.9% | +20.5% |
| 3Y | -13.7% | +36.9% | -50.6% | -22.8% |
| All | -13.7% | +32.4% | -46.1% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling