+105.3%
HAL vs FSLR
+117.9%
-12.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +17.0% | -13.7% | +30.7% | +18.6% |
| 3M | -9.7% | -35.1% | +25.4% | -6.0% |
| 6M | +8.6% | +3.6% | +5.0% | +7.5% |
| YTD | +33.0% | -21.7% | +54.7% | +35.1% |
| 1Y | +68.3% | +1.3% | +67.0% | +65.4% |
| 3Y | +0.1% | +9.7% | -9.6% | -7.3% |
| All | +105.3% | +117.9% | -12.7% | +61.9% |
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