+51.8%
FTNT vs HTZ
-60.6%
+112.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.2% | -8.2% | +1.1% |
| 7D | -25.7% | +18.9% | -44.6% | -25.5% |
| 30D | -29.7% | +26.3% | -56.0% | -29.5% |
| 3M | -23.1% | +49.7% | -72.8% | -23.0% |
| 6M | +45.0% | -61.1% | +106.1% | +47.3% |
| YTD | +62.9% | -56.0% | +119.0% | +60.9% |
| 1Y | +51.8% | -66.4% | +118.2% | +58.8% |
| All | +51.8% | -60.6% | +112.5% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 1y: compounded portfolio wealth divided by compounded HTZ 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…
1y analysis · Full analysis span regression · 6 months rolling