+30.1%
HBAN vs FSLR
+599.6%
-569.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +2.3% | -14.8% | +17.1% | +5.3% |
| 30D | +4.8% | -4.3% | +9.1% | +5.5% |
| 3M | -10.1% | -23.4% | +13.3% | -5.9% |
| 6M | +5.0% | -26.9% | +32.0% | +9.9% |
| YTD | -6.1% | -34.4% | +28.3% | -0.8% |
| 1Y | +4.6% | -33.2% | +37.8% | +9.9% |
| 3Y | +74.9% | +28.1% | +46.9% | +50.0% |
| 5Y | +21.4% | +54.5% | -33.1% | -4.5% |
| 10Y | +105.3% | +434.6% | -329.3% | +14.1% |
| All | +30.1% | +599.6% | -569.5% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling