+155.0%
FTNT vs HTZ
-93.2%
+248.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.0% | +8.9% | +1.4% |
| 7D | -3.5% | -27.5% | +24.0% | -1.6% |
| 30D | -36.5% | -21.9% | -14.7% | -35.7% |
| 3M | -24.7% | -29.2% | +4.5% | -23.7% |
| 6M | +8.3% | -75.2% | +83.5% | +17.2% |
| YTD | +55.6% | -70.8% | +126.4% | +64.1% |
| 1Y | +50.2% | -76.1% | +126.3% | +60.9% |
| 3Y | +143.2% | -82.5% | +225.7% | +153.8% |
| 5Y | +85.5% | -94.1% | +179.5% | +131.6% |
| All | +155.0% | -93.2% | +248.1% | +222.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling