+153.4%
HYG vs FSLR
+248.0%
-94.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.3% |
| 7D | 0.0% | +6.8% | -6.8% | -0.4% |
| 30D | -0.1% | -14.7% | +14.6% | +0.8% |
| 3M | +1.0% | -22.6% | +23.5% | +2.3% |
| 6M | +2.3% | +12.7% | -10.4% | +1.2% |
| YTD | +2.1% | -18.4% | +20.5% | +2.7% |
| 1Y | +3.8% | +4.9% | -1.1% | +2.6% |
| 3Y | +26.7% | +16.4% | +10.3% | +22.0% |
| 5Y | +19.3% | +123.5% | -104.2% | +8.4% |
| 10Y | +55.3% | +454.3% | -399.1% | +28.9% |
| All | +153.4% | +248.0% | -94.6% | +108.8% |
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