+7,335.0%
FTNT vs HST
+340.7%
+6,994.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | 0.0% |
| 7D | -3.5% | +0.6% | -4.1% | -3.7% |
| 30D | -36.5% | +14.5% | -51.0% | -39.7% |
| 3M | -24.7% | +15.4% | -40.2% | -28.8% |
| 6M | +8.3% | +22.0% | -13.7% | 0.0% |
| YTD | +55.6% | +54.9% | +0.8% | +31.1% |
| 1Y | +50.2% | +54.0% | -3.8% | +26.6% |
| 3Y | +143.2% | +90.4% | +52.7% | +85.9% |
| 5Y | +85.5% | +84.2% | +1.2% | +41.3% |
| 10Y | +1,868.3% | +144.6% | +1,723.7% | +1,105.6% |
| All | +7,335.0% | +340.7% | +6,994.3% | +3,341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling