+7,050.4%
FTNT vs HST
+318.4%
+6,732.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -12.7% | -2.7% | -10.0% | -11.8% |
| 30D | -37.2% | +10.7% | -47.9% | -39.6% |
| 3M | -25.8% | +6.3% | -32.0% | -27.7% |
| 6M | +32.1% | +19.0% | +13.1% | +23.1% |
| YTD | +49.7% | +47.0% | +2.6% | +28.5% |
| 1Y | +47.6% | +53.4% | -5.9% | +24.5% |
| 3Y | +137.2% | +78.0% | +59.2% | +85.8% |
| 5Y | +74.2% | +71.7% | +2.5% | +36.1% |
| 10Y | +1,824.2% | +146.2% | +1,678.0% | +1,068.6% |
| All | +7,050.4% | +318.4% | +6,732.0% | +3,271.9% |
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