+418.1%
FSLR vs HALO
+689.5%
-271.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -14.8% | -3.2% | -11.5% | -14.2% |
| 30D | -4.3% | -14.2% | +9.9% | -2.0% |
| 3M | -23.4% | -0.4% | -23.0% | -24.0% |
| 6M | -26.9% | +43.2% | -70.1% | -33.1% |
| YTD | -34.4% | +49.0% | -83.4% | -40.8% |
| 1Y | -33.2% | +40.8% | -74.1% | -39.0% |
| 3Y | +28.1% | +167.4% | -139.3% | -6.3% |
| 5Y | +54.5% | +157.4% | -102.8% | +9.8% |
| All | +418.1% | +689.5% | -271.4% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling