+162.8%
FTNT vs HUBS
-66.4%
+229.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.0% |
| 7D | -0.1% | -9.0% | +8.9% | +3.2% |
| 30D | -3.0% | +7.2% | -10.2% | -5.9% |
| 3M | +7.6% | +20.9% | -13.3% | -2.9% |
| 6M | +87.0% | -13.0% | +100.0% | +85.6% |
| YTD | +96.5% | -43.8% | +140.4% | +128.7% |
| 1Y | +92.9% | -54.6% | +147.6% | +142.4% |
| 3Y | +139.8% | -58.5% | +198.3% | +201.6% |
| All | +162.8% | -66.4% | +229.2% | +263.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling