+139.8%
FTNT vs HUBS
-58.2%
+198.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.0% |
| 7D | -0.1% | -9.0% | +8.9% | +2.6% |
| 30D | -3.0% | +7.2% | -10.2% | -5.4% |
| 3M | +7.6% | +20.9% | -13.3% | -1.2% |
| 6M | +87.0% | -13.0% | +100.0% | +86.7% |
| YTD | +96.5% | -43.8% | +140.4% | +130.3% |
| 1Y | +92.9% | -54.6% | +147.6% | +144.5% |
| 3Y | +139.8% | -58.5% | +198.3% | +209.5% |
| All | +139.8% | -58.2% | +198.1% | +209.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling