+189.8%
HOOD vs FSLR
+117.9%
+71.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | +17.1% | 0.0% | +17.1% | +17.2% |
| 30D | +31.6% | -13.7% | +45.2% | +37.7% |
| 3M | +38.2% | -35.1% | +73.3% | +57.5% |
| 6M | +48.5% | +3.6% | +44.9% | +45.5% |
| YTD | +8.0% | -21.7% | +29.7% | +13.7% |
| 1Y | +18.7% | +1.3% | +17.4% | +14.8% |
| 3Y | +999.1% | +9.7% | +989.4% | +828.7% |
| All | +189.8% | +117.9% | +71.9% | +30.4% |
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 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