+152.4%
FTNT vs HST
+68.9%
+83.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -5.8% | -1.0% | -4.8% | -5.6% |
| 30D | -4.8% | -12.3% | +7.5% | -1.2% |
| 3M | +4.4% | -6.4% | +10.8% | +6.1% |
| 6M | +88.8% | +15.0% | +73.8% | +79.6% |
| YTD | +96.8% | +30.5% | +66.3% | +79.8% |
| 1Y | +104.5% | +35.7% | +68.8% | +83.9% |
| All | +152.4% | +68.9% | +83.5% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling