+1,910.4%
FTNT vs HST
+143.8%
+1,766.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.8% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -33.6% | +13.4% | -47.0% | -36.2% |
| 3M | -20.9% | +16.7% | -37.6% | -24.8% |
| 6M | +11.0% | +24.0% | -13.0% | +3.3% |
| YTD | +61.3% | +54.0% | +7.4% | +39.8% |
| 1Y | +53.1% | +55.0% | -1.9% | +32.3% |
| 3Y | +152.1% | +89.3% | +62.7% | +101.2% |
| 5Y | +90.1% | +85.4% | +4.7% | +51.5% |
| 10Y | +1,910.4% | +137.1% | +1,773.2% | +1,411.5% |
| All | +1,910.4% | +143.8% | +1,766.6% | +1,411.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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