+9,359.7%
FTNT vs HALO
+1,510.0%
+7,849.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | +1.7% | -2.1% | +3.8% | +2.1% |
| 30D | -4.3% | +4.6% | -8.9% | -5.1% |
| 3M | +13.6% | +50.2% | -36.6% | +5.4% |
| 6M | +87.6% | +57.6% | +30.0% | +71.9% |
| YTD | +98.0% | +59.6% | +38.4% | +80.6% |
| 1Y | +96.9% | +41.2% | +55.7% | +83.1% |
| 3Y | +145.4% | +178.9% | -33.5% | +95.4% |
| 5Y | +153.0% | +160.1% | -7.1% | +101.6% |
| 10Y | +2,098.3% | +967.5% | +1,130.8% | +1,240.5% |
| All | +9,359.7% | +1,510.0% | +7,849.6% | +4,290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling