+257.9%
HD vs FSLR
+519.9%
-262.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.7% | +7.6% | +3.5% |
| 7D | +3.6% | +5.3% | -1.7% | +2.9% |
| 30D | +21.6% | +7.8% | +13.8% | +20.4% |
| 3M | +0.1% | -23.4% | +23.5% | +3.0% |
| 6M | +13.0% | -12.9% | +25.9% | +13.8% |
| YTD | +4.9% | -26.7% | +31.6% | +7.3% |
| 1Y | -2.1% | -28.4% | +26.3% | +0.3% |
| 3Y | +32.6% | +44.6% | -12.0% | +17.9% |
| 5Y | +8.2% | +67.9% | -59.7% | -9.8% |
| 10Y | +257.9% | +496.9% | -239.0% | +137.8% |
| All | +257.9% | +519.9% | -262.0% | +137.8% |
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