-36.1%
HOOD vs FSLR
-24.3%
-11.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | +0.6% |
| 7D | -4.4% | +10.3% | -14.7% | -7.3% |
| 30D | -23.4% | +10.4% | -33.8% | -25.6% |
| 3M | -6.5% | -20.2% | +13.6% | -1.1% |
| 6M | +14.2% | -8.0% | +22.2% | +17.4% |
| YTD | -22.7% | -25.5% | +2.8% | -17.5% |
| 1Y | -36.1% | -26.0% | -10.1% | -32.4% |
| All | -36.1% | -24.3% | -11.9% | -32.4% |
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