+132.1%
HON vs FSLR
+461.4%
-329.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.6% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -11.9% | -14.0% | +2.1% | -10.3% |
| 3M | -6.1% | -16.9% | +10.8% | -4.1% |
| 6M | -19.2% | +4.7% | -23.9% | -20.2% |
| YTD | +0.2% | -20.7% | +20.8% | +1.9% |
| 1Y | -1.5% | +1.7% | -3.1% | -3.5% |
| 3Y | +17.9% | +13.1% | +4.9% | +8.0% |
| 5Y | +1.9% | +108.4% | -106.5% | -19.5% |
| All | +132.1% | +461.4% | -329.3% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling