+2,072.5%
FTNT vs HSY
+128.6%
+1,943.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -3.0% | -5.2% | +2.2% | -1.9% |
| 3M | +7.6% | -3.4% | +11.0% | +8.0% |
| 6M | +87.0% | -19.2% | +106.2% | +95.6% |
| YTD | +96.5% | -2.6% | +99.2% | +94.4% |
| 1Y | +92.9% | -3.8% | +96.7% | +90.8% |
| 3Y | +139.8% | -10.6% | +150.5% | +138.9% |
| 5Y | +151.3% | +12.3% | +139.0% | +123.3% |
| All | +2,072.5% | +128.6% | +1,943.9% | +1,306.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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