+281.4%
FCEL vs HALO
+47.3%
+234.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | -15.8% | +4.6% | -20.4% | -15.8% |
| 30D | -29.3% | +31.8% | -61.1% | -29.5% |
| 3M | -30.1% | +53.9% | -84.0% | -30.5% |
| 6M | +74.4% | +57.4% | +17.1% | +73.1% |
| YTD | +104.5% | +63.7% | +40.8% | +107.4% |
| 1Y | +281.4% | +50.1% | +231.3% | +347.5% |
| All | +281.4% | +47.3% | +234.1% | +347.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling