-90.6%
FCEL vs HALO
+158.6%
-249.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +6.3% | -2.7% | +9.0% | +7.3% |
| 30D | -26.7% | +5.3% | -32.0% | -28.3% |
| 3M | -10.2% | +51.6% | -61.7% | -24.2% |
| 6M | +123.5% | +61.3% | +62.2% | +83.1% |
| YTD | +117.4% | +59.3% | +58.1% | +77.6% |
| 1Y | +146.0% | +38.3% | +107.7% | +111.2% |
| 3Y | -61.9% | +185.9% | -247.8% | -79.8% |
| All | -90.6% | +158.6% | -249.2% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling