+162.8%
FTNT vs HALO
+158.6%
+4.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -0.1% | -2.7% | +2.6% | +0.3% |
| 30D | -3.0% | +5.3% | -8.3% | -3.9% |
| 3M | +7.6% | +51.6% | -44.0% | -1.0% |
| 6M | +87.0% | +61.3% | +25.7% | +69.2% |
| YTD | +96.5% | +59.3% | +37.3% | +77.8% |
| 1Y | +92.9% | +38.3% | +54.7% | +79.6% |
| 3Y | +139.8% | +185.9% | -46.0% | +74.9% |
| All | +162.8% | +158.6% | +4.2% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling