+1,344.7%
FTNT vs HUT
+422.3%
+922.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -0.6% |
| 7D | -5.8% | +17.8% | -23.6% | -7.2% |
| 30D | -4.8% | +0.8% | -5.6% | -5.1% |
| 3M | +4.4% | -26.8% | +31.2% | +6.0% |
| 6M | +88.8% | +72.6% | +16.2% | +74.9% |
| YTD | +96.8% | +103.6% | -6.8% | +78.0% |
| 1Y | +104.5% | +265.3% | -160.8% | +71.9% |
| 3Y | +156.8% | +689.4% | -532.6% | +83.3% |
| 5Y | +144.1% | +75.3% | +68.7% | +82.2% |
| All | +1,344.7% | +422.3% | +922.4% | +660.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling