+248.6%
HD vs FTNT
+1,887.8%
-1,639.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | +1.5% | +7.1% | -5.5% | +0.3% |
| 30D | +18.0% | -30.9% | +48.9% | +25.1% |
| 3M | +2.8% | -23.1% | +25.9% | +6.3% |
| 6M | +17.0% | +8.1% | +8.9% | +12.1% |
| YTD | +3.5% | +60.2% | -56.7% | -9.8% |
| 1Y | -2.6% | +57.0% | -59.6% | -14.9% |
| 3Y | +30.7% | +152.9% | -122.2% | -2.7% |
| 5Y | +6.2% | +85.9% | -79.7% | -19.3% |
| All | +248.6% | +1,887.8% | -1,639.3% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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