-33.2%
FSLR vs HALO
+42.6%
-75.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -14.8% | -3.2% | -11.5% | -14.8% |
| 30D | -4.3% | -14.2% | +9.9% | -4.5% |
| 3M | -23.4% | -0.4% | -23.0% | -24.3% |
| 6M | -26.9% | +43.2% | -70.1% | -30.0% |
| YTD | -34.4% | +49.0% | -83.4% | -42.6% |
| 1Y | -33.2% | +40.8% | -74.1% | -39.3% |
| All | -33.2% | +42.6% | -75.8% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling