+139.8%
FTNT vs HCA
+59.6%
+80.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -1.8% |
| 7D | -0.1% | +5.4% | -5.6% | -0.4% |
| 30D | -3.0% | +3.0% | -5.9% | -3.2% |
| 3M | +7.6% | +13.0% | -5.4% | +6.6% |
| 6M | +87.0% | -20.3% | +107.2% | +92.6% |
| YTD | +96.5% | -8.2% | +104.8% | +98.2% |
| 1Y | +92.9% | +6.7% | +86.2% | +89.5% |
| 3Y | +139.8% | +60.4% | +79.5% | +114.7% |
| All | +139.8% | +59.6% | +80.2% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling