+2,098.3%
FTNT vs HST
+101.1%
+1,997.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | -4.3% | -2.8% | -1.5% | -3.5% |
| 3M | +13.6% | -6.5% | +20.1% | +15.7% |
| 6M | +87.6% | +20.7% | +66.9% | +75.9% |
| YTD | +98.0% | +30.5% | +67.5% | +80.9% |
| 1Y | +96.9% | +36.8% | +60.1% | +76.5% |
| 3Y | +145.4% | +65.9% | +79.5% | +103.7% |
| 5Y | +153.0% | +73.9% | +79.1% | +107.1% |
| 10Y | +2,098.3% | +107.0% | +1,991.2% | +1,558.2% |
| All | +2,098.3% | +101.1% | +1,997.2% | +1,558.2% |
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