+1,353.3%
FTNT vs HUT
+435.6%
+917.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.2% |
| 7D | +1.7% | +18.9% | -17.2% | +0.2% |
| 30D | -4.3% | +12.0% | -16.2% | -5.5% |
| 3M | +13.6% | -14.9% | +28.5% | +13.9% |
| 6M | +87.6% | +96.8% | -9.2% | +71.8% |
| YTD | +98.0% | +108.8% | -10.8% | +78.6% |
| 1Y | +96.9% | +227.4% | -130.5% | +67.4% |
| 3Y | +145.4% | +760.3% | -614.9% | +73.7% |
| 5Y | +153.0% | +86.1% | +66.9% | +88.0% |
| All | +1,353.3% | +435.6% | +917.8% | +663.6% |
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