+2,111.2%
FTNT vs HAL
+5.2%
+2,106.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.6% |
| 7D | +1.6% | -3.3% | +4.9% | +2.2% |
| 30D | -1.9% | +7.2% | -9.1% | -3.3% |
| 3M | +14.4% | -8.8% | +23.2% | +16.1% |
| 6M | +88.7% | +3.0% | +85.7% | +86.2% |
| YTD | +100.0% | +29.4% | +70.6% | +87.9% |
| 1Y | +99.9% | +62.8% | +37.0% | +78.2% |
| 3Y | +147.9% | -6.4% | +154.4% | +142.6% |
| 5Y | +155.8% | +103.6% | +52.2% | +105.7% |
| All | +2,111.2% | +5.2% | +2,106.0% | +1,508.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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