-3.1%
HON vs FSLR
+2.3%
-5.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -3.5% | +2.2% | -5.7% | -3.6% |
| 30D | -13.8% | -7.8% | -5.9% | -13.2% |
| 3M | -11.7% | -22.9% | +11.2% | -10.0% |
| 6M | -18.7% | +4.4% | -23.1% | -18.2% |
| YTD | +0.2% | -20.0% | +20.2% | +0.6% |
| 1Y | -3.1% | +2.8% | -5.9% | -2.4% |
| All | -3.1% | +2.3% | -5.3% | -2.4% |
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 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