+390.2%
HPE vs FSLR
+464.2%
-74.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.1% |
| 7D | +0.3% | -8.4% | +8.8% | +1.8% |
| 30D | -28.6% | -0.9% | -27.7% | -28.6% |
| 3M | -7.4% | -26.1% | +18.7% | -2.7% |
| 6M | +63.7% | -23.6% | +87.3% | +71.1% |
| YTD | +111.7% | -31.8% | +143.5% | +123.8% |
| 1Y | +123.5% | -32.6% | +156.1% | +136.3% |
| 3Y | +238.7% | +33.0% | +205.7% | +199.5% |
| 5Y | +261.0% | +56.8% | +204.2% | +193.6% |
| 10Y | +390.2% | +455.6% | -65.4% | +187.6% |
| All | +390.2% | +464.2% | -74.0% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling