+89.8%
FTNT vs HDB
-23.2%
+113.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +7.1% | +2.7% | +4.3% | +6.1% |
| 30D | -30.9% | +14.1% | -45.0% | -34.2% |
| 3M | -23.1% | +11.8% | -34.9% | -26.8% |
| 6M | +8.1% | +8.2% | -0.1% | +3.8% |
| YTD | +60.2% | -29.3% | +89.5% | +83.3% |
| 1Y | +57.0% | -28.8% | +85.8% | +78.7% |
| 3Y | +152.9% | -7.5% | +160.4% | +143.9% |
| All | +89.8% | -23.2% | +113.0% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling