+51.8%
FTNT vs HWM
+5.4%
+46.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +0.6% |
| 7D | -25.7% | +9.4% | -35.1% | -24.9% |
| 30D | -29.7% | -7.0% | -22.8% | -28.6% |
| 3M | -23.1% | -25.9% | +2.7% | -20.6% |
| 6M | +45.0% | -10.8% | +55.8% | +49.4% |
| YTD | +62.9% | +4.3% | +58.6% | +61.5% |
| 1Y | +51.8% | +4.4% | +47.4% | +52.1% |
| All | +51.8% | +5.4% | +46.4% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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