+726.4%
FSLR vs HALO
+4,204.3%
-3,477.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | 0.0% | +4.6% | -4.6% | -0.9% |
| 30D | -13.7% | +31.8% | -45.5% | -18.5% |
| 3M | -35.1% | +53.9% | -89.0% | -40.7% |
| 6M | +3.6% | +57.4% | -53.7% | -5.9% |
| YTD | -21.7% | +63.7% | -85.5% | -29.8% |
| 1Y | +1.3% | +50.1% | -48.8% | -7.8% |
| 3Y | +9.7% | +157.3% | -147.6% | -14.6% |
| 5Y | +117.4% | +161.0% | -43.6% | +64.8% |
| 10Y | +435.5% | +1,018.7% | -583.2% | +185.1% |
| All | +726.4% | +4,204.3% | -3,477.9% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling