-1.9%
HD vs FSLR
-29.8%
+27.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.7% | +7.6% | +3.3% |
| 7D | +3.6% | +5.3% | -1.7% | +3.0% |
| 30D | +21.6% | +7.8% | +13.8% | +20.5% |
| 3M | +0.1% | -23.4% | +23.5% | +2.2% |
| 6M | +13.0% | -12.9% | +25.9% | +13.1% |
| YTD | +4.9% | -26.7% | +31.6% | +5.4% |
| All | -1.9% | -29.8% | +27.9% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling