+145.2%
FTNT vs HTZ
-92.5%
+237.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.4% | +5.4% | -2.4% |
| 7D | -12.7% | -14.6% | +1.9% | -11.8% |
| 30D | -37.2% | -20.8% | -16.4% | -36.4% |
| 3M | -25.8% | -18.8% | -7.0% | -25.4% |
| 6M | +32.1% | -74.7% | +106.8% | +42.8% |
| YTD | +49.7% | -68.1% | +117.7% | +56.9% |
| 1Y | +47.6% | -73.5% | +121.0% | +57.0% |
| 3Y | +137.2% | -81.8% | +219.0% | +149.1% |
| 5Y | +74.2% | -95.2% | +169.4% | +116.9% |
| All | +145.2% | -92.5% | +237.7% | +208.6% |
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