+2,072.5%
FTNT vs HUBS
+323.9%
+1,748.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.1% |
| 7D | -0.1% | -9.0% | +8.9% | +3.4% |
| 30D | -3.0% | +7.2% | -10.2% | -6.2% |
| 3M | +7.6% | +20.9% | -13.3% | -3.5% |
| 6M | +87.0% | -13.0% | +100.0% | +85.1% |
| YTD | +96.5% | -43.8% | +140.4% | +127.9% |
| 1Y | +92.9% | -54.6% | +147.6% | +141.3% |
| 3Y | +139.8% | -58.5% | +198.3% | +200.4% |
| 5Y | +151.3% | -66.4% | +217.7% | +215.7% |
| All | +2,072.5% | +323.9% | +1,748.6% | +908.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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