+2,072.5%
FTNT vs HLT
+590.2%
+1,482.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -0.1% | -1.6% | +1.5% | +0.5% |
| 30D | -3.0% | -5.0% | +2.1% | -1.0% |
| 3M | +7.6% | -10.4% | +18.0% | +12.2% |
| 6M | +87.0% | +3.2% | +83.7% | +81.6% |
| YTD | +96.5% | +6.7% | +89.8% | +87.6% |
| 1Y | +92.9% | +10.3% | +82.7% | +80.7% |
| 3Y | +139.8% | +99.3% | +40.5% | +70.5% |
| 5Y | +151.3% | +143.7% | +7.6% | +64.1% |
| All | +2,072.5% | +590.2% | +1,482.3% | +806.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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