+755.0%
HON vs FSLR
+599.6%
+155.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.1% | -14.8% | +15.9% | +3.4% |
| 30D | +7.2% | -4.3% | +11.4% | +7.7% |
| 3M | -4.6% | -23.4% | +18.7% | -1.4% |
| 6M | -1.9% | -26.9% | +25.1% | +1.7% |
| YTD | +10.2% | -34.4% | +44.6% | +15.0% |
| 1Y | +8.2% | -33.2% | +41.4% | +12.4% |
| 3Y | +27.6% | +28.1% | -0.4% | +13.7% |
| 5Y | +11.7% | +54.5% | -42.8% | -7.0% |
| 10Y | +154.6% | +434.6% | -280.0% | +62.2% |
| All | +755.0% | +599.6% | +155.5% | +408.8% |
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