+154.6%
FTNT vs HUT
+102.6%
+52.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | +0.1% |
| 7D | -2.7% | +28.3% | -31.0% | -5.4% |
| 30D | -1.4% | +12.3% | -13.7% | -3.0% |
| 3M | +10.1% | -16.8% | +26.9% | +10.7% |
| 6M | +88.2% | +111.4% | -23.2% | +66.5% |
| YTD | +98.3% | +116.6% | -18.3% | +72.6% |
| 1Y | +96.0% | +290.5% | -194.5% | +54.1% |
| 3Y | +145.8% | +792.3% | -646.5% | +49.6% |
| 5Y | +154.6% | +94.1% | +60.5% | +82.5% |
| All | +154.6% | +102.6% | +52.0% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling