+104.5%
FTNT vs HCA
-0.5%
+105.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -5.8% | -3.1% | -2.8% | -6.2% |
| 30D | -4.8% | -1.1% | -3.6% | -5.0% |
| 3M | +4.4% | +12.2% | -7.7% | +5.9% |
| 6M | +88.8% | -25.3% | +114.1% | +89.3% |
| YTD | +96.8% | -12.9% | +109.8% | +97.5% |
| 1Y | +104.5% | -0.9% | +105.4% | +102.6% |
| All | +104.5% | -0.5% | +105.0% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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