+162.5%
FTNT vs HTZ
-93.2%
+255.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.6% |
| 7D | +7.1% | -8.5% | +15.6% | +7.6% |
| 30D | -30.9% | -18.9% | -12.0% | -30.1% |
| 3M | -23.1% | -36.0% | +12.9% | -21.2% |
| 6M | +8.1% | -74.6% | +82.7% | +16.6% |
| YTD | +60.2% | -70.8% | +131.0% | +68.9% |
| 1Y | +57.0% | -75.3% | +132.3% | +67.7% |
| 3Y | +152.9% | -81.6% | +234.5% | +160.9% |
| 5Y | +85.9% | -94.4% | +180.3% | +132.4% |
| All | +162.5% | -93.2% | +255.7% | +232.2% |
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