+96.9%
FSLR vs HALO
+158.6%
-61.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.2% | -2.7% | +5.0% | +2.5% |
| 30D | -7.8% | +5.3% | -13.1% | -8.3% |
| 3M | -22.9% | +51.6% | -74.5% | -26.3% |
| 6M | +4.4% | +61.3% | -56.9% | -1.0% |
| YTD | -20.0% | +59.3% | -79.3% | -24.3% |
| 1Y | +2.8% | +38.3% | -35.5% | -1.4% |
| 3Y | +16.5% | +185.9% | -169.3% | -7.5% |
| All | +96.9% | +158.6% | -61.7% | +46.5% |
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