+92.9%
FTNT vs HBM
+97.2%
-4.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -0.1% | -3.3% | +3.2% | +0.1% |
| 30D | -3.0% | -4.8% | +1.9% | -2.6% |
| 3M | +7.6% | -0.4% | +8.0% | +7.0% |
| 6M | +87.0% | +17.9% | +69.1% | +84.1% |
| YTD | +96.5% | +33.7% | +62.8% | +88.9% |
| 1Y | +92.9% | +95.6% | -2.7% | +75.6% |
| All | +92.9% | +97.2% | -4.3% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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