+131.0%
HOOD vs FSLR
+51.6%
+79.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.6% | -2.8% |
| 7D | +3.8% | -12.0% | +15.8% | +8.1% |
| 30D | -26.4% | -7.7% | -18.7% | -24.5% |
| 3M | -14.3% | -24.0% | +9.7% | -6.7% |
| 6M | +3.9% | -24.4% | +28.4% | +12.4% |
| YTD | -28.1% | -34.0% | +6.0% | -20.3% |
| 1Y | -38.8% | -35.6% | -3.2% | -31.7% |
| 3Y | +888.5% | +28.7% | +859.8% | +667.1% |
| 5Y | +131.0% | +55.3% | +75.7% | +19.2% |
| All | +131.0% | +51.6% | +79.5% | +19.2% |
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