+1.6%
HYG vs FSLR
-24.3%
+25.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.6% |
| 7D | -0.1% | +10.3% | -10.4% | -0.4% |
| 30D | +0.7% | +10.4% | -9.7% | +0.4% |
| 3M | -2.0% | -20.2% | +18.1% | -1.5% |
| 6M | -0.9% | -8.0% | +7.1% | -0.8% |
| YTD | +0.1% | -25.5% | +25.6% | +0.2% |
| 1Y | +1.6% | -26.0% | +27.6% | +1.6% |
| All | +1.6% | -24.3% | +25.9% | +1.6% |
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