-100.0%
FCEL vs HALO
+2,426.8%
-2,526.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.5% |
| 7D | +15.1% | -2.1% | +17.1% | +15.6% |
| 30D | -16.4% | +4.6% | -21.1% | -17.7% |
| 3M | -5.3% | +50.2% | -55.5% | -15.8% |
| 6M | +124.5% | +57.6% | +66.9% | +96.2% |
| YTD | +126.7% | +59.6% | +67.1% | +96.6% |
| 1Y | +219.9% | +41.2% | +178.7% | +184.9% |
| 3Y | -61.6% | +178.9% | -240.5% | -72.8% |
| 5Y | -90.5% | +160.1% | -250.6% | -93.1% |
| 10Y | -99.1% | +967.5% | -1,066.6% | -99.6% |
| All | -100.0% | +2,426.8% | -2,526.8% | -100.0% |
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