+248.1%
HD vs FTNT
+1,924.1%
-1,675.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -0.5% | +5.7% | -6.2% | -1.5% |
| 30D | +18.5% | -32.1% | +50.6% | +26.1% |
| 3M | +2.2% | -19.5% | +21.6% | +4.6% |
| 6M | +13.8% | +13.8% | +0.1% | +7.9% |
| YTD | +3.4% | +63.1% | -59.7% | -10.3% |
| 1Y | -3.5% | +57.7% | -61.2% | -15.7% |
| 3Y | +29.0% | +154.9% | -125.9% | -4.0% |
| 5Y | +6.1% | +89.3% | -83.2% | -19.7% |
| All | +248.1% | +1,924.1% | -1,675.9% | +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