+139.8%
FTNT vs HLT
+99.0%
+40.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -0.1% | -1.6% | +1.5% | +0.3% |
| 30D | -3.0% | -5.0% | +2.1% | -1.6% |
| 3M | +7.6% | -10.4% | +18.0% | +11.1% |
| 6M | +87.0% | +3.2% | +83.7% | +80.8% |
| YTD | +96.5% | +6.7% | +89.8% | +86.6% |
| 1Y | +92.9% | +10.3% | +82.7% | +79.6% |
| 3Y | +139.8% | +99.3% | +40.5% | +83.4% |
| All | +139.8% | +99.0% | +40.8% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling