+2,360.5%
FTNT vs HWM
+1,494.1%
+866.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | +4.4% | +4.0% | +0.4% | +2.8% |
| 6M | +88.8% | -0.2% | +89.0% | +87.1% |
| YTD | +96.8% | +26.7% | +70.2% | +81.8% |
| 1Y | +104.5% | +44.7% | +59.7% | +81.6% |
| 3Y | +156.8% | +426.1% | -269.3% | +58.5% |
| 5Y | +144.1% | +738.5% | -594.4% | +33.6% |
| All | +2,360.5% | +1,494.1% | +866.4% | +971.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling