+99.9%
FTNT vs HAL
+69.2%
+30.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.1% |
| 7D | +1.6% | -3.3% | +4.9% | +1.7% |
| 30D | -1.9% | +7.2% | -9.1% | -2.1% |
| 3M | +14.4% | -8.8% | +23.2% | +14.1% |
| 6M | +88.7% | +3.0% | +85.7% | +86.7% |
| YTD | +100.0% | +29.4% | +70.6% | +95.7% |
| 1Y | +99.9% | +62.8% | +37.0% | +93.5% |
| All | +99.9% | +69.2% | +30.7% | +93.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling