+222.5%
FTNT vs HTZ
-89.5%
+312.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.1% |
| 7D | -5.8% | +7.5% | -13.3% | -6.3% |
| 30D | -4.8% | +47.4% | -52.2% | -8.1% |
| 3M | +4.4% | -54.9% | +59.3% | +8.9% |
| 6M | +88.8% | -47.0% | +135.8% | +91.9% |
| YTD | +96.8% | -55.3% | +152.1% | +102.6% |
| 1Y | +104.5% | -57.6% | +162.1% | +109.3% |
| 3Y | +156.8% | -86.6% | +243.4% | +206.2% |
| 5Y | +144.1% | -86.1% | +230.2% | +202.3% |
| All | +222.5% | -89.5% | +312.0% | +298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling