+254.2%
HD vs FSLR
+498.1%
-243.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.6% | -2.2% |
| 7D | +4.3% | +15.3% | -11.0% | +2.6% |
| 30D | +20.2% | +11.7% | +8.5% | +18.6% |
| 3M | -1.0% | -17.6% | +16.6% | +1.0% |
| 6M | +7.9% | -7.7% | +15.6% | +8.0% |
| YTD | +2.0% | -23.0% | +25.0% | +3.7% |
| 1Y | -4.3% | -26.0% | +21.7% | -2.4% |
| 3Y | +25.9% | +36.9% | -10.9% | +13.1% |
| 5Y | +5.8% | +72.9% | -67.1% | -12.0% |
| All | +254.2% | +498.1% | -243.9% | +134.2% |
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 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