+256.9%
HL vs FSLR
+466.5%
-209.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -4.4% | +2.2% | -6.6% | -4.9% |
| 30D | +9.3% | -7.8% | +17.1% | +11.2% |
| 3M | +32.0% | -22.9% | +54.9% | +39.5% |
| 6M | -6.4% | +4.4% | -10.8% | -7.2% |
| YTD | +3.1% | -20.0% | +23.1% | +7.4% |
| 1Y | +77.6% | +2.8% | +74.7% | +75.0% |
| 3Y | +392.8% | +16.5% | +376.3% | +343.5% |
| 5Y | +234.1% | +110.3% | +123.8% | +148.2% |
| All | +256.9% | +466.5% | -209.6% | +100.2% |
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