+12.1%
HLT vs FSLR
+1.0%
+11.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -4.1% | -13.7% | +9.6% | -3.8% |
| 3M | -7.9% | -35.1% | +27.2% | -7.0% |
| 6M | +2.2% | +3.6% | -1.5% | +1.2% |
| YTD | +8.5% | -21.7% | +30.2% | +7.3% |
| 1Y | +12.1% | +1.3% | +10.9% | +16.8% |
| All | +12.1% | +1.0% | +11.1% | +16.8% |
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