+104.5%
FTNT vs HRB
+1.1%
+103.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +1.0% |
| 7D | -5.8% | -5.7% | -0.2% | -4.4% |
| 30D | -4.8% | +7.9% | -12.7% | -7.4% |
| 3M | +4.4% | +32.1% | -27.7% | -6.1% |
| 6M | +88.8% | +62.2% | +26.5% | +54.3% |
| YTD | +96.8% | +16.4% | +80.4% | +56.9% |
| 1Y | +104.5% | -0.3% | +104.7% | +59.1% |
| All | +104.5% | +1.1% | +103.4% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling