+36.4%
HBAN vs FSLR
+770.4%
-734.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.4% |
| 7D | +2.1% | +6.8% | -4.7% | +0.8% |
| 30D | -4.5% | -14.7% | +10.2% | -1.7% |
| 3M | +2.6% | -22.6% | +25.1% | +7.0% |
| 6M | +4.7% | +12.7% | -8.0% | +1.0% |
| YTD | -1.5% | -18.4% | +16.8% | +0.2% |
| 1Y | -1.9% | +4.9% | -6.9% | -5.7% |
| 3Y | +75.2% | +16.4% | +58.8% | +54.2% |
| 5Y | +37.2% | +123.5% | -86.3% | +0.2% |
| 10Y | +156.6% | +454.3% | -297.7% | +41.8% |
| All | +36.4% | +770.4% | -734.0% | -26.2% |
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