+38.6%
HPQ vs FSLR
+112.6%
-74.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.8% | +9.7% | +5.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +9.7% | -15.1% | +24.9% | +11.8% |
| 3M | +32.7% | -22.5% | +55.3% | +36.4% |
| 6M | +77.7% | +4.0% | +73.8% | +75.0% |
| YTD | +51.0% | -22.3% | +73.2% | +53.8% |
| 1Y | +18.4% | 0.0% | +18.4% | +16.0% |
| 3Y | +25.6% | +10.9% | +14.7% | +15.6% |
| 5Y | +38.6% | +105.4% | -66.7% | +4.1% |
| All | +38.6% | +112.6% | -74.0% | +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 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