+42.4%
FCEL vs HALO
+92.7%
-50.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -5.9% |
| 7D | -14.9% | +0.2% | -15.1% | -14.8% |
| 30D | -41.7% | +20.3% | -62.0% | -40.9% |
| 3M | -53.2% | +56.6% | -109.8% | -51.8% |
| 6M | -19.0% | +101.9% | -120.9% | -14.0% |
| YTD | +44.2% | +93.7% | -49.5% | +61.3% |
| 1Y | +42.4% | +91.5% | -49.1% | +65.3% |
| All | +42.4% | +92.7% | -50.3% | +65.3% |
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