+162.8%
FTNT vs HLT
+142.1%
+20.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -0.1% | -1.6% | +1.5% | +0.7% |
| 30D | -3.0% | -5.0% | +2.1% | -0.7% |
| 3M | +7.6% | -10.4% | +18.0% | +13.2% |
| 6M | +87.0% | +3.2% | +83.7% | +79.7% |
| YTD | +96.5% | +6.7% | +89.8% | +84.5% |
| 1Y | +92.9% | +10.3% | +82.7% | +76.5% |
| 3Y | +139.8% | +99.3% | +40.5% | +48.6% |
| All | +162.8% | +142.1% | +20.8% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling