+2,072.5%
FTNT vs HALO
+979.6%
+1,092.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -0.1% | -2.7% | +2.6% | +0.4% |
| 30D | -3.0% | +5.3% | -8.3% | -4.1% |
| 3M | +7.6% | +51.6% | -44.0% | -2.3% |
| 6M | +87.0% | +61.3% | +25.7% | +66.7% |
| YTD | +96.5% | +59.3% | +37.3% | +75.1% |
| 1Y | +92.9% | +38.3% | +54.7% | +77.0% |
| 3Y | +139.8% | +185.9% | -46.0% | +75.6% |
| 5Y | +151.3% | +159.9% | -8.6% | +84.5% |
| All | +2,072.5% | +979.6% | +1,092.9% | +1,119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling