+9,374.7%
FTNT vs HIG
+642.9%
+8,731.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.4% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | -1.4% | -4.9% | +3.5% | +0.3% |
| 3M | +10.1% | +6.8% | +3.3% | +7.1% |
| 6M | +88.2% | -1.7% | +89.9% | +88.1% |
| YTD | +98.3% | -0.2% | +98.5% | +96.7% |
| 1Y | +96.0% | +5.7% | +90.3% | +89.8% |
| 3Y | +145.8% | +100.3% | +45.5% | +86.6% |
| 5Y | +154.6% | +118.5% | +36.2% | +86.1% |
| 10Y | +2,063.6% | +309.7% | +1,753.9% | +1,031.7% |
| All | +9,374.7% | +642.9% | +8,731.8% | +3,692.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling