+343.8%
HPE vs FSLR
+116.7%
+227.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.3% | +3.4% | +7.0% |
| 7D | +10.1% | +6.8% | +3.3% | +9.0% |
| 30D | +5.3% | -14.7% | +20.0% | +8.0% |
| 3M | +12.7% | -22.6% | +35.2% | +17.2% |
| 6M | +167.7% | +12.7% | +155.0% | +163.7% |
| YTD | +135.5% | -18.4% | +153.8% | +141.5% |
| 1Y | +143.4% | +4.9% | +138.5% | +140.1% |
| 3Y | +249.2% | +16.4% | +232.8% | +223.6% |
| 5Y | +343.8% | +123.5% | +220.4% | +258.6% |
| All | +343.8% | +116.7% | +227.1% | +258.6% |
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 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