+153.3%
HBAN vs FSLR
+461.4%
-308.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.3% |
| 7D | -1.9% | -0.1% | -1.8% | -2.0% |
| 30D | -5.9% | -14.0% | +8.2% | -3.7% |
| 3M | +0.2% | -16.9% | +17.1% | +2.8% |
| 6M | +6.6% | +4.7% | +1.9% | +4.6% |
| YTD | -1.7% | -20.7% | +19.0% | +0.2% |
| 1Y | -1.7% | +1.7% | -3.4% | -4.6% |
| 3Y | +74.9% | +13.1% | +61.8% | +55.4% |
| 5Y | +36.0% | +108.4% | -72.4% | +0.9% |
| All | +153.3% | +461.4% | -308.1% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling