+7,694.2%
FTNT vs HDB
+335.4%
+7,358.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +5.7% | +4.1% | +1.6% | +4.4% |
| 30D | -32.1% | +13.0% | -45.1% | -34.9% |
| 3M | -19.5% | +11.3% | -30.7% | -22.8% |
| 6M | +13.8% | +6.9% | +6.8% | +10.0% |
| YTD | +63.1% | -29.6% | +92.8% | +79.3% |
| 1Y | +57.7% | -29.5% | +87.2% | +73.1% |
| 3Y | +154.9% | -8.1% | +163.0% | +152.2% |
| 5Y | +89.3% | -23.4% | +112.7% | +96.9% |
| 10Y | +1,933.0% | +62.9% | +1,870.0% | +1,487.1% |
| All | +7,694.2% | +335.4% | +7,358.8% | +4,132.6% |
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