+7,554.6%
FTNT vs HDB
+337.4%
+7,217.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +7.1% | +2.7% | +4.3% | +6.2% |
| 30D | -30.9% | +14.1% | -45.0% | -33.9% |
| 3M | -23.1% | +11.8% | -34.9% | -26.4% |
| 6M | +8.1% | +8.2% | -0.1% | +4.2% |
| YTD | +60.2% | -29.3% | +89.5% | +75.8% |
| 1Y | +57.0% | -28.8% | +85.8% | +71.7% |
| 3Y | +152.9% | -7.5% | +160.4% | +149.7% |
| 5Y | +85.9% | -23.1% | +109.0% | +93.1% |
| 10Y | +1,896.5% | +63.7% | +1,832.9% | +1,456.5% |
| All | +7,554.6% | +337.4% | +7,217.2% | +4,050.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling