+2,072.5%
FTNT vs HIG
+313.7%
+1,758.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -0.1% | -1.5% | +1.3% | +0.3% |
| 30D | -3.0% | -0.4% | -2.6% | -2.9% |
| 3M | +7.6% | +6.7% | +0.9% | +5.1% |
| 6M | +87.0% | +2.0% | +85.0% | +84.8% |
| YTD | +96.5% | +0.3% | +96.2% | +94.9% |
| 1Y | +92.9% | +4.2% | +88.7% | +88.6% |
| 3Y | +139.8% | +102.2% | +37.6% | +88.2% |
| 5Y | +151.3% | +118.5% | +32.8% | +91.4% |
| All | +2,072.5% | +313.7% | +1,758.8% | +1,199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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