+1,076.0%
FTNT vs HUT
+221.4%
+854.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.1% | +5.3% | -1.2% |
| 7D | +7.1% | +9.3% | -2.3% | +6.2% |
| 30D | -30.9% | -23.1% | -7.8% | -29.7% |
| 3M | -23.1% | -30.6% | +7.5% | -21.6% |
| 6M | +8.1% | -46.9% | +54.9% | +11.5% |
| YTD | +60.2% | +25.3% | +34.9% | +49.6% |
| 1Y | +57.0% | +59.8% | -2.8% | +42.2% |
| 3Y | +152.9% | +467.2% | -314.3% | +84.3% |
| 5Y | +85.9% | -24.6% | +110.5% | +47.7% |
| All | +1,076.0% | +221.4% | +854.6% | +539.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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