+2,072.5%
FTNT vs HUBB
+446.9%
+1,625.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.5% |
| 7D | -0.1% | -0.1% | -0.1% | -0.1% |
| 30D | -3.0% | -10.0% | +7.0% | +1.2% |
| 3M | +7.6% | -1.6% | +9.2% | +7.1% |
| 6M | +87.0% | -3.1% | +90.0% | +85.0% |
| YTD | +96.5% | +4.6% | +92.0% | +86.7% |
| 1Y | +92.9% | +3.3% | +89.6% | +83.5% |
| 3Y | +139.8% | +46.6% | +93.3% | +87.2% |
| 5Y | +151.3% | +158.7% | -7.4% | +44.4% |
| All | +2,072.5% | +446.9% | +1,625.6% | +715.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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