+2,072.5%
FTNT vs HRB
+209.1%
+1,863.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -0.1% | -8.0% | +7.9% | +1.5% |
| 30D | -3.0% | -16.0% | +13.0% | +0.3% |
| 3M | +7.6% | +26.9% | -19.3% | +1.6% |
| 6M | +87.0% | +51.1% | +35.8% | +70.1% |
| YTD | +96.5% | +7.1% | +89.5% | +89.3% |
| 1Y | +92.9% | -9.6% | +102.6% | +91.1% |
| 3Y | +139.8% | +25.4% | +114.4% | +119.9% |
| 5Y | +151.3% | +114.9% | +36.4% | +109.8% |
| All | +2,072.5% | +209.1% | +1,863.3% | +1,553.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling