+59.2%
HAL vs FSLR
+53.9%
+5.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +6.1% | -14.8% | +20.9% | +7.6% |
| 30D | +2.9% | -4.3% | +7.2% | +3.2% |
| 3M | +3.3% | -23.4% | +26.7% | +5.6% |
| 6M | -16.9% | -26.9% | +10.0% | -15.1% |
| YTD | +21.2% | -34.4% | +55.6% | +24.6% |
| 1Y | +27.5% | -33.2% | +60.8% | +30.8% |
| 3Y | -6.4% | +28.1% | -34.5% | -16.2% |
| All | +59.2% | +53.9% | +5.3% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling