+540.2%
HPE vs FSLR
+431.1%
+109.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.8% | +9.9% | +6.0% |
| 7D | +13.6% | +0.2% | +13.4% | +13.6% |
| 30D | +7.7% | -15.1% | +22.9% | +10.8% |
| 3M | +22.4% | -22.5% | +44.9% | +27.9% |
| 6M | +172.6% | +4.0% | +168.6% | +170.6% |
| YTD | +147.5% | -22.3% | +169.8% | +156.6% |
| 1Y | +151.8% | 0.0% | +151.8% | +148.7% |
| 3Y | +267.1% | +10.9% | +256.2% | +237.0% |
| 5Y | +362.8% | +105.4% | +257.4% | +258.8% |
| 10Y | +540.2% | +447.0% | +93.2% | +275.7% |
| All | +540.2% | +431.1% | +109.0% | +275.7% |
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