+636.8%
HLT vs FSLR
+275.6%
+361.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.5% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -1.2% | -15.1% | +13.9% | +1.0% |
| 3M | -10.3% | -22.5% | +12.2% | -7.4% |
| 6M | +1.3% | +4.0% | -2.7% | -0.5% |
| YTD | +7.0% | -22.3% | +29.3% | +9.1% |
| 1Y | +11.9% | 0.0% | +11.8% | +9.0% |
| 3Y | +100.7% | +10.9% | +89.8% | +81.5% |
| 5Y | +147.5% | +105.4% | +42.2% | +90.4% |
| 10Y | +586.5% | +447.0% | +139.5% | +304.3% |
| All | +636.8% | +275.6% | +361.2% | +350.8% |
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 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