+9,303.7%
FTNT vs HDB
+292.5%
+9,011.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.8% | +0.4% | -6.3% | -6.0% |
| 30D | -4.8% | -2.8% | -2.0% | -4.1% |
| 3M | +4.4% | -3.5% | +8.0% | +5.0% |
| 6M | +88.8% | -24.7% | +113.5% | +104.6% |
| YTD | +96.8% | -36.6% | +133.4% | +125.0% |
| 1Y | +104.5% | -34.4% | +138.8% | +130.7% |
| 3Y | +156.8% | -24.4% | +181.2% | +172.2% |
| 5Y | +144.1% | -35.4% | +179.4% | +169.0% |
| 10Y | +2,021.8% | +39.5% | +1,982.2% | +1,651.6% |
| All | +9,303.7% | +292.5% | +9,011.2% | +5,212.0% |
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 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