-11.1%
HD vs FSLR
+3.9%
-15.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.1% |
| 7D | -2.1% | 0.0% | -2.0% | -2.1% |
| 30D | -8.4% | -13.7% | +5.2% | -7.0% |
| 3M | +4.3% | -35.1% | +39.4% | +8.6% |
| 6M | -11.1% | +3.6% | -14.8% | -16.1% |
| All | -11.1% | +3.9% | -15.0% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling