+9.2%
HBAN vs FSLR
-24.3%
+33.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.4% | +0.8% |
| 7D | +2.3% | +10.3% | -8.0% | +1.3% |
| 30D | +5.0% | +10.4% | -5.4% | +4.0% |
| 3M | -7.6% | -20.2% | +12.5% | -6.3% |
| 6M | +1.3% | -8.0% | +9.3% | +0.7% |
| YTD | -4.7% | -25.5% | +20.8% | -4.7% |
| 1Y | +9.2% | -26.0% | +35.2% | +9.3% |
| All | +9.2% | -24.3% | +33.5% | +9.3% |
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