+2,400.8%
FTNT vs HWM
+1,301.3%
+1,099.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +1.6% |
| 7D | +1.6% | -12.5% | +14.1% | +5.0% |
| 30D | -1.9% | -19.0% | +17.1% | +3.3% |
| 3M | +14.4% | -8.6% | +23.0% | +16.3% |
| 6M | +88.7% | -10.2% | +98.8% | +91.8% |
| YTD | +100.0% | +11.3% | +88.7% | +90.8% |
| 1Y | +99.9% | +24.3% | +75.6% | +84.4% |
| 3Y | +147.9% | +382.3% | -234.3% | +56.3% |
| 5Y | +155.8% | +640.6% | -484.8% | +44.4% |
| All | +2,400.8% | +1,301.3% | +1,099.5% | +1,024.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling