+148.8%
FTNT vs HST
+74.0%
+74.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -5.8% | -1.0% | -4.8% | -5.5% |
| 30D | -4.8% | -12.3% | +7.5% | +0.2% |
| 3M | +4.4% | -6.4% | +10.8% | +6.8% |
| 6M | +88.8% | +15.0% | +73.8% | +76.3% |
| YTD | +96.8% | +30.5% | +66.3% | +73.9% |
| 1Y | +104.5% | +35.7% | +68.8% | +76.5% |
| 3Y | +156.8% | +68.4% | +88.4% | +93.6% |
| All | +148.8% | +74.0% | +74.8% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling