+90.1%
FTNT vs HTZ
-93.6%
+183.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.3% | -5.7% | +3.0% |
| 7D | -1.0% | -27.4% | +26.4% | +1.1% |
| 30D | -33.6% | -11.4% | -22.3% | -33.2% |
| 3M | -20.9% | -33.1% | +12.2% | -19.3% |
| 6M | +11.0% | -73.5% | +84.5% | +20.2% |
| YTD | +61.3% | -68.1% | +129.4% | +69.6% |
| 1Y | +53.1% | -74.3% | +127.4% | +64.1% |
| 3Y | +152.1% | -80.9% | +233.0% | +166.9% |
| 5Y | +90.1% | -93.8% | +183.9% | +166.2% |
| All | +90.1% | -93.6% | +183.8% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling