+153.0%
FTNT vs HAL
+112.2%
+40.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +1.7% | -1.3% | +3.1% | +2.0% |
| 30D | -4.3% | +10.9% | -15.1% | -6.0% |
| 3M | +13.6% | -5.8% | +19.5% | +14.5% |
| 6M | +87.6% | +8.1% | +79.5% | +83.7% |
| YTD | +98.0% | +33.2% | +64.8% | +85.9% |
| 1Y | +96.9% | +74.2% | +22.7% | +74.8% |
| 3Y | +145.4% | -3.7% | +149.1% | +137.2% |
| 5Y | +153.0% | +111.9% | +41.1% | +135.7% |
| All | +153.0% | +112.2% | +40.8% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling