+147.4%
FTNT vs HWM
+440.4%
-293.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -5.8% | -2.1% | -3.7% | -5.5% |
| 30D | -4.8% | -11.0% | +6.2% | -1.9% |
| 3M | +4.4% | +4.0% | +0.4% | +2.7% |
| 6M | +88.8% | -0.2% | +89.0% | +87.3% |
| YTD | +96.8% | +26.7% | +70.2% | +79.8% |
| 1Y | +104.5% | +44.7% | +59.7% | +77.8% |
| All | +147.4% | +440.4% | -293.0% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling