+155.8%
FTNT vs HBM
+336.0%
-180.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.6% | +2.3% |
| 7D | +1.6% | -3.7% | +5.3% | +2.1% |
| 30D | -1.9% | -3.7% | +1.8% | -1.5% |
| 3M | +14.4% | +8.0% | +6.4% | +12.0% |
| 6M | +88.7% | +15.8% | +72.9% | +80.6% |
| YTD | +100.0% | +34.4% | +65.7% | +84.5% |
| 1Y | +99.9% | +98.2% | +1.7% | +70.1% |
| 3Y | +147.9% | +476.6% | -328.6% | +61.0% |
| 5Y | +155.8% | +331.1% | -175.3% | +78.7% |
| All | +155.8% | +336.0% | -180.2% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling