+1,296.5%
HD vs FSLR
+734.5%
+562.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | +4.3% | -35.1% | +39.4% | +9.3% |
| 6M | -11.1% | +3.6% | -14.8% | -12.2% |
| YTD | -4.7% | -21.7% | +17.1% | -3.0% |
| 1Y | -19.8% | +1.3% | -21.1% | -21.2% |
| 3Y | +4.1% | +9.7% | -5.6% | -2.6% |
| 5Y | +10.3% | +117.4% | -107.0% | -8.0% |
| 10Y | +203.2% | +435.5% | -232.3% | +114.2% |
| All | +1,296.5% | +734.5% | +562.0% | +837.1% |
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 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