+402.2%
ENPH vs HALO
+725.6%
-323.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +1.5% | -3.4% | +4.9% | +2.4% |
| 30D | -12.9% | +4.3% | -17.1% | -13.9% |
| 3M | -27.1% | +51.8% | -78.9% | -35.0% |
| 6M | -15.4% | +57.8% | -73.2% | -25.7% |
| YTD | +15.0% | +59.0% | -44.0% | +0.8% |
| 1Y | -0.7% | +41.2% | -41.9% | -10.6% |
| 3Y | -69.3% | +177.8% | -247.2% | -77.7% |
| 5Y | -76.7% | +159.5% | -236.2% | -83.0% |
| 10Y | +1,947.8% | +963.6% | +984.2% | +1,013.7% |
| All | +402.2% | +725.6% | -323.4% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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