+52.6%
FSLR vs HALO
+156.0%
-103.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -14.8% | -3.2% | -11.5% | -14.6% |
| 30D | -4.3% | -14.2% | +9.9% | -3.3% |
| 3M | -23.4% | -0.4% | -23.0% | -23.8% |
| 6M | -26.9% | +43.2% | -70.1% | -30.0% |
| YTD | -34.4% | +49.0% | -83.4% | -37.7% |
| 1Y | -33.2% | +40.8% | -74.1% | -36.2% |
| 3Y | +28.1% | +167.4% | -139.3% | +2.6% |
| All | +52.6% | +156.0% | -103.4% | +11.1% |
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