+247.2%
HD vs FTNT
+1,844.8%
-1,597.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +5.2% | -3.5% | +8.7% | +5.9% |
| 30D | +20.7% | -36.5% | +57.3% | +30.1% |
| 3M | +0.8% | -24.7% | +25.5% | +4.6% |
| 6M | +12.2% | +8.3% | +3.9% | +7.3% |
| YTD | +4.2% | +55.6% | -51.4% | -8.8% |
| 1Y | -2.6% | +50.2% | -52.7% | -14.1% |
| 3Y | +30.0% | +143.2% | -113.1% | -2.4% |
| 5Y | +8.1% | +85.5% | -77.4% | -18.1% |
| 10Y | +247.2% | +1,868.3% | -1,621.1% | +44.5% |
| All | +247.2% | +1,844.8% | -1,597.6% | +44.5% |
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