+144.1%
FTNT vs HIG
+101.8%
+42.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +1.6% | -2.3% | +3.9% | +2.0% |
| 30D | -1.9% | -1.2% | -0.7% | -1.7% |
| 3M | +14.4% | +6.3% | +8.1% | +12.5% |
| 6M | +88.7% | +0.6% | +88.1% | +87.9% |
| YTD | +100.0% | +0.6% | +99.4% | +98.8% |
| 1Y | +99.9% | +6.1% | +93.8% | +95.0% |
| All | +144.1% | +101.8% | +42.3% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling