+2,375.1%
FTNT vs HWM
+1,330.2%
+1,044.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +1.7% | -8.0% | +9.8% | +3.8% |
| 30D | -4.3% | -18.0% | +13.8% | +0.5% |
| 3M | +13.6% | -9.5% | +23.1% | +15.9% |
| 6M | +87.6% | -8.4% | +96.0% | +89.8% |
| YTD | +98.0% | +13.6% | +84.4% | +87.8% |
| 1Y | +96.9% | +30.2% | +66.7% | +79.4% |
| 3Y | +145.4% | +392.2% | -246.8% | +53.9% |
| 5Y | +153.0% | +645.2% | -492.2% | +42.5% |
| All | +2,375.1% | +1,330.2% | +1,044.9% | +1,006.9% |
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