+419.5%
HL vs FSLR
+9.6%
+409.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.7% | +3.1% |
| 7D | +0.4% | +0.2% | +0.1% | +0.2% |
| 30D | +18.8% | -15.1% | +34.0% | +23.5% |
| 3M | +43.7% | -22.5% | +66.3% | +52.4% |
| 6M | -1.0% | +4.0% | -5.0% | -1.2% |
| YTD | +8.7% | -22.3% | +31.0% | +14.1% |
| 1Y | +105.0% | 0.0% | +105.0% | +105.0% |
| All | +419.5% | +9.6% | +409.8% | +343.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling