+18.6%
HYG vs FSLR
+106.8%
-88.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.8% |
| 30D | -0.6% | -14.0% | +13.4% | 0.0% |
| 3M | +0.4% | -16.9% | +17.3% | +1.1% |
| 6M | +1.2% | +4.7% | -3.5% | +0.7% |
| YTD | +1.5% | -20.7% | +22.2% | +2.0% |
| 1Y | +3.2% | +1.7% | +1.5% | +2.4% |
| 3Y | +25.9% | +13.1% | +12.8% | +21.8% |
| 5Y | +18.6% | +108.4% | -89.8% | +5.3% |
| All | +18.6% | +106.8% | -88.2% | +5.3% |
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