-62.6%
FCEL vs HALO
+177.6%
-240.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.6% | -5.9% |
| 7D | +6.3% | -3.4% | +9.7% | +6.8% |
| 30D | -18.8% | +4.3% | -23.1% | -19.5% |
| 3M | -3.8% | +51.8% | -55.6% | -11.2% |
| 6M | +121.1% | +57.8% | +63.3% | +102.2% |
| YTD | +113.3% | +59.0% | +54.3% | +94.1% |
| 1Y | +173.5% | +41.2% | +132.3% | +155.0% |
| All | -62.6% | +177.6% | -240.2% | -74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling