+19.7%
HPQ vs FSLR
+15.2%
+4.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.8% | -5.0% |
| 7D | -0.5% | +6.8% | -7.3% | -1.2% |
| 30D | +3.7% | -14.7% | +18.4% | +5.4% |
| 3M | +24.3% | -22.6% | +46.9% | +27.5% |
| 6M | +64.8% | +12.7% | +52.0% | +61.2% |
| YTD | +43.9% | -18.4% | +62.3% | +45.8% |
| 1Y | +11.7% | +4.9% | +6.7% | +9.1% |
| 3Y | +19.7% | +16.4% | +3.3% | +4.1% |
| All | +19.7% | +15.2% | +4.5% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling