+155.0%
HPE vs FSLR
+2.3%
+152.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.9% | +11.5% | +12.2% |
| 7D | +19.4% | +2.2% | +17.2% | +18.5% |
| 30D | +5.6% | -7.8% | +13.4% | +7.9% |
| 3M | +33.1% | -22.9% | +56.0% | +41.3% |
| 6M | +192.5% | +4.4% | +188.1% | +196.7% |
| YTD | +160.9% | -20.0% | +180.9% | +174.6% |
| 1Y | +155.0% | +2.8% | +152.1% | +163.1% |
| All | +155.0% | +2.3% | +152.7% | +163.1% |
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