+167.6%
HPQ vs FSLR
+627.0%
-459.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | -3.2% | -8.4% | +5.2% | -1.9% |
| 30D | -3.0% | -0.9% | -2.2% | -3.0% |
| 3M | +0.6% | -26.1% | +26.7% | +5.2% |
| 6M | +36.6% | -23.6% | +60.2% | +41.1% |
| YTD | +35.0% | -31.8% | +66.8% | +40.7% |
| 1Y | +23.1% | -32.6% | +55.6% | +28.2% |
| 3Y | +18.6% | +33.0% | -14.4% | +4.2% |
| 5Y | +10.3% | +56.8% | -46.4% | -10.0% |
| 10Y | +157.1% | +455.6% | -298.5% | +59.1% |
| All | +167.6% | +627.0% | -459.4% | +60.8% |
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