+458.5%
FSLR vs HALO
+979.6%
-521.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.2% | -2.7% | +5.0% | +2.8% |
| 30D | -7.8% | +5.3% | -13.1% | -8.8% |
| 3M | -22.9% | +51.6% | -74.5% | -29.1% |
| 6M | +4.4% | +61.3% | -56.9% | -5.3% |
| YTD | -20.0% | +59.3% | -79.3% | -27.6% |
| 1Y | +2.8% | +38.3% | -35.5% | -4.5% |
| 3Y | +16.5% | +185.9% | -169.3% | -13.3% |
| 5Y | +110.3% | +159.9% | -49.7% | +55.0% |
| All | +458.5% | +979.6% | -521.1% | +239.0% |
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 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