+9,457.8%
FTNT vs HUM
+1,016.9%
+8,440.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +1.6% | -1.4% | +3.0% | +1.9% |
| 30D | -1.9% | +7.5% | -9.4% | -3.7% |
| 3M | +14.4% | +10.2% | +4.2% | +11.4% |
| 6M | +88.7% | +132.5% | -43.9% | +53.1% |
| YTD | +100.0% | +57.6% | +42.4% | +76.1% |
| 1Y | +99.9% | +48.6% | +51.3% | +77.1% |
| 3Y | +147.9% | -11.2% | +159.1% | +141.9% |
| 5Y | +155.8% | +4.8% | +151.0% | +132.0% |
| 10Y | +2,121.1% | +147.1% | +1,974.0% | +1,393.5% |
| All | +9,457.8% | +1,016.9% | +8,440.8% | +3,414.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 all: compounded portfolio wealth divided by compounded HUM 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…
all analysis · Full analysis span regression · 6 months rolling