+21.3%
HPQ vs FSLR
-24.3%
+45.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.6% | +1.2% | +5.6% |
| 7D | -7.8% | +10.3% | -18.1% | -8.3% |
| 30D | -4.9% | +10.4% | -15.3% | -5.4% |
| 3M | +4.9% | -20.2% | +25.0% | +5.8% |
| 6M | +47.1% | -8.0% | +55.0% | +47.7% |
| YTD | +39.5% | -25.5% | +65.1% | +43.4% |
| 1Y | +21.3% | -26.0% | +47.2% | +24.7% |
| All | +21.3% | -24.3% | +45.5% | +24.7% |
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 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