+1,910.4%
FTNT vs HWM
+1,554.5%
+355.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.1% |
| 7D | -1.0% | +5.0% | -6.0% | -2.2% |
| 30D | -33.6% | +1.5% | -35.1% | -34.3% |
| 3M | -20.9% | -20.3% | -0.5% | -17.0% |
| 6M | +11.0% | -18.0% | +29.0% | +15.1% |
| YTD | +61.3% | +9.5% | +51.8% | +53.2% |
| 1Y | +53.1% | +7.5% | +45.7% | +46.1% |
| 3Y | +152.1% | +355.7% | -203.6% | +59.9% |
| 5Y | +90.1% | +610.2% | -520.1% | +7.5% |
| 10Y | +1,910.4% | +1,516.8% | +393.6% | +781.5% |
| All | +1,910.4% | +1,554.5% | +355.9% | +781.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling