+30.6%
HON vs FSLR
+34.7%
-4.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -0.4% | -8.4% | +8.1% | +0.1% |
| 30D | +8.6% | -0.9% | +9.5% | +8.6% |
| 3M | -0.8% | -26.1% | +25.3% | +0.7% |
| 6M | -0.1% | -23.6% | +23.6% | +1.1% |
| YTD | +12.8% | -31.8% | +44.6% | +14.3% |
| 1Y | +10.4% | -32.6% | +43.0% | +11.9% |
| All | +30.6% | +34.7% | -4.1% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling