+9,374.7%
FTNT vs HBM
+105.4%
+9,269.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | -0.2% |
| 7D | -2.7% | +7.4% | -10.1% | -3.9% |
| 30D | -1.4% | +5.1% | -6.4% | -2.4% |
| 3M | +10.1% | +11.1% | -1.0% | +7.3% |
| 6M | +88.2% | +30.2% | +58.0% | +76.5% |
| YTD | +98.3% | +46.2% | +52.1% | +80.8% |
| 1Y | +96.0% | +120.0% | -24.1% | +65.2% |
| 3Y | +145.8% | +527.4% | -381.6% | +65.5% |
| 5Y | +154.6% | +400.4% | -245.7% | +71.3% |
| 10Y | +2,063.6% | +621.5% | +1,442.1% | +1,056.6% |
| All | +9,374.7% | +105.4% | +9,269.4% | +5,681.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling