+775.0%
HON vs FSLR
+627.0%
+148.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -0.4% | -8.4% | +8.1% | +0.8% |
| 30D | +8.6% | -0.9% | +9.5% | +8.6% |
| 3M | -0.8% | -26.1% | +25.3% | +3.1% |
| 6M | -0.1% | -23.6% | +23.6% | +2.8% |
| YTD | +12.8% | -31.8% | +44.6% | +17.1% |
| 1Y | +10.4% | -32.6% | +43.0% | +14.6% |
| 3Y | +30.5% | +33.0% | -2.5% | +15.6% |
| 5Y | +15.0% | +56.8% | -41.8% | -4.4% |
| 10Y | +160.5% | +455.6% | -295.1% | +65.0% |
| All | +775.0% | +627.0% | +148.0% | +417.8% |
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