+45.9%
HLT vs FSLR
-24.3%
+70.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +3.3% |
| 7D | +7.7% | +10.3% | -2.6% | +7.3% |
| 30D | +19.1% | +10.4% | +8.7% | +18.6% |
| 3M | +20.7% | -20.2% | +40.9% | +21.8% |
| 6M | +21.0% | -8.0% | +29.0% | +19.7% |
| YTD | +31.3% | -25.5% | +56.8% | +30.8% |
| 1Y | +45.9% | -26.0% | +71.8% | +44.9% |
| All | +45.9% | -24.3% | +70.1% | +44.9% |
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