+217.2%
HPQ vs FSLR
+461.4%
-244.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | +3.5% | -0.1% | +3.6% | +3.4% |
| 30D | +13.7% | -14.0% | +27.7% | +16.6% |
| 3M | +33.9% | -16.9% | +50.7% | +37.5% |
| 6M | +80.9% | +4.7% | +76.2% | +76.6% |
| YTD | +52.6% | -20.7% | +73.3% | +55.8% |
| 1Y | +21.2% | +1.7% | +19.6% | +17.1% |
| 3Y | +26.9% | +13.1% | +13.8% | +12.2% |
| 5Y | +41.1% | +108.4% | -67.3% | +0.5% |
| All | +217.2% | +461.4% | -244.3% | +57.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling