+85.5%
FTNT vs HUT
-28.2%
+113.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -3.5% | -10.9% | +7.4% | -2.9% |
| 30D | -36.5% | -32.6% | -3.9% | -34.3% |
| 3M | -24.7% | -33.7% | +9.0% | -22.6% |
| 6M | +8.3% | -42.3% | +50.7% | +11.5% |
| YTD | +55.6% | +23.6% | +32.0% | +41.8% |
| 1Y | +50.2% | +20.4% | +29.8% | +35.6% |
| 3Y | +143.2% | +423.2% | -280.1% | +53.6% |
| 5Y | +85.5% | -19.4% | +104.9% | +74.1% |
| All | +85.5% | -28.2% | +113.7% | +74.1% |
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