+2,072.5%
FTNT vs HCA
+511.6%
+1,560.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.2% |
| 7D | -0.1% | +5.4% | -5.6% | -1.8% |
| 30D | -3.0% | +3.0% | -5.9% | -4.0% |
| 3M | +7.6% | +13.0% | -5.4% | +2.7% |
| 6M | +87.0% | -20.3% | +107.2% | +98.8% |
| YTD | +96.5% | -8.2% | +104.8% | +98.4% |
| 1Y | +92.9% | +6.7% | +86.2% | +84.2% |
| 3Y | +139.8% | +60.4% | +79.5% | +92.6% |
| 5Y | +151.3% | +73.4% | +77.9% | +91.9% |
| All | +2,072.5% | +511.6% | +1,560.9% | +1,040.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling