+141.1%
HL vs FSLR
+627.0%
-485.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -5.6% | -8.4% | +2.9% | -3.3% |
| 30D | -16.2% | -0.9% | -15.3% | -15.9% |
| 3M | -20.5% | -26.1% | +5.6% | -14.0% |
| 6M | -31.7% | -23.6% | -8.0% | -26.8% |
| YTD | -26.4% | -31.8% | +5.4% | -19.5% |
| 1Y | -4.3% | -32.6% | +28.3% | +5.1% |
| 3Y | +276.9% | +33.0% | +243.9% | +217.7% |
| 5Y | +124.1% | +56.8% | +67.3% | +69.1% |
| 10Y | +144.6% | +455.6% | -310.9% | +13.8% |
| All | +141.1% | +627.0% | -485.9% | +9.4% |
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