+2,111.2%
FTNT vs HDB
+32.9%
+2,078.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +1.6% | -6.2% | +7.8% | +3.6% |
| 30D | -1.9% | -6.2% | +4.3% | -0.2% |
| 3M | +14.4% | -5.9% | +20.2% | +15.8% |
| 6M | +88.7% | -25.9% | +114.6% | +105.3% |
| YTD | +100.0% | -40.2% | +140.3% | +133.0% |
| 1Y | +99.9% | -38.0% | +137.9% | +129.5% |
| 3Y | +147.9% | -30.5% | +178.4% | +169.6% |
| 5Y | +155.8% | -38.1% | +193.9% | +182.6% |
| All | +2,111.2% | +32.9% | +2,078.2% | +1,834.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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