+96.9%
FTNT vs HUT
+259.6%
-162.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.1% |
| 7D | +1.7% | +18.9% | -17.2% | +1.3% |
| 30D | -4.3% | +12.0% | -16.2% | -4.6% |
| 3M | +13.6% | -14.9% | +28.5% | +13.7% |
| 6M | +87.6% | +96.8% | -9.2% | +78.2% |
| YTD | +98.0% | +108.8% | -10.8% | +85.7% |
| 1Y | +96.9% | +227.4% | -130.5% | +85.7% |
| All | +96.9% | +259.6% | -162.7% | +85.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling