+144.1%
FTNT vs HUBB
+43.6%
+100.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +1.6% | -1.7% | +3.3% | +2.0% |
| 30D | -1.9% | -12.7% | +10.8% | +1.7% |
| 3M | +14.4% | -2.9% | +17.3% | +14.2% |
| 6M | +88.7% | -4.8% | +93.4% | +87.3% |
| YTD | +100.0% | +2.8% | +97.3% | +91.8% |
| 1Y | +99.9% | +3.5% | +96.3% | +90.4% |
| All | +144.1% | +43.6% | +100.5% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling