+3,630.0%
FTNT vs HCA
+1,721.2%
+1,908.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -1.6% |
| 7D | +1.7% | +4.9% | -3.2% | +0.3% |
| 30D | -4.3% | +1.9% | -6.1% | -4.9% |
| 3M | +13.6% | +12.7% | +0.9% | +9.0% |
| 6M | +87.6% | -22.3% | +109.9% | +99.8% |
| YTD | +98.0% | -9.3% | +107.3% | +100.3% |
| 1Y | +96.9% | +2.7% | +94.2% | +91.1% |
| 3Y | +145.4% | +57.8% | +87.6% | +103.6% |
| 5Y | +153.0% | +70.3% | +82.6% | +101.6% |
| 10Y | +2,098.3% | +499.7% | +1,598.6% | +1,070.0% |
| All | +3,630.0% | +1,721.2% | +1,908.8% | +1,248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling