+621.7%
HPE vs FSLR
+295.5%
+326.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.2% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -2.3% | -13.7% | +11.4% | +0.3% |
| 3M | -2.9% | -35.1% | +32.2% | +5.2% |
| 6M | +143.6% | +3.6% | +139.9% | +141.8% |
| YTD | +118.5% | -21.7% | +140.3% | +126.6% |
| 1Y | +129.2% | +1.3% | +127.9% | +125.7% |
| 3Y | +212.5% | +9.7% | +202.8% | +186.2% |
| 5Y | +286.9% | +117.4% | +169.5% | +192.2% |
| 10Y | +432.3% | +435.5% | -3.1% | +193.5% |
| All | +621.7% | +295.5% | +326.3% | +363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling