+82.7%
HL vs FSLR
+1.7%
+81.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.0% | -4.8% |
| 7D | -5.6% | -0.1% | -5.5% | -5.8% |
| 30D | +12.7% | -14.0% | +26.8% | +19.5% |
| 3M | +42.5% | -16.9% | +59.4% | +52.6% |
| 6M | -9.0% | +4.7% | -13.7% | -9.7% |
| YTD | +4.4% | -20.7% | +25.1% | +10.9% |
| 1Y | +82.7% | +1.7% | +81.0% | +72.6% |
| All | +82.7% | +1.7% | +81.0% | +72.6% |
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