+4.0%
HON vs FSLR
+116.7%
-112.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.0% |
| 7D | -0.8% | +6.8% | -7.6% | -1.4% |
| 30D | -15.2% | -14.7% | -0.5% | -14.0% |
| 3M | -6.0% | -22.6% | +16.6% | -4.0% |
| 6M | -14.9% | +12.7% | -27.6% | -16.0% |
| YTD | +3.2% | -18.4% | +21.5% | +4.2% |
| 1Y | 0.0% | +4.9% | -4.9% | -1.6% |
| 3Y | +21.5% | +16.4% | +5.1% | +12.9% |
| 5Y | +4.0% | +123.5% | -119.4% | -18.9% |
| All | +4.0% | +116.7% | -112.7% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling