+141.6%
FTNT vs HBM
+506.5%
-364.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | +1.7% | +5.5% | -3.8% | +1.0% |
| 30D | -4.3% | +3.3% | -7.5% | -4.8% |
| 3M | +13.6% | +12.7% | +1.0% | +11.2% |
| 6M | +87.6% | +28.2% | +59.4% | +79.4% |
| YTD | +98.0% | +45.3% | +52.7% | +84.3% |
| 1Y | +96.9% | +121.7% | -24.8% | +70.5% |
| All | +141.6% | +506.5% | -364.9% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling