+143.2%
FTNT vs HWM
+349.8%
-206.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -3.5% | -1.8% | -1.8% | -3.3% |
| 30D | -36.5% | -2.7% | -33.9% | -36.2% |
| 3M | -24.7% | -22.7% | -2.0% | -20.1% |
| 6M | +8.3% | -18.9% | +27.3% | +13.1% |
| YTD | +55.6% | +7.1% | +48.5% | +47.7% |
| 1Y | +50.2% | +4.7% | +45.5% | +43.5% |
| 3Y | +143.2% | +345.6% | -202.4% | +62.3% |
| All | +143.2% | +349.8% | -206.6% | +62.3% |
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 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