+7.4%
HD vs FTNT
+151.5%
-144.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.4% |
| 7D | -1.2% | -2.7% | +1.5% | -0.8% |
| 30D | -11.1% | -1.4% | -9.8% | -11.1% |
| 3M | +2.0% | +10.1% | -8.1% | +0.3% |
| 6M | -10.5% | +88.2% | -98.7% | -19.1% |
| YTD | -6.9% | +98.3% | -105.2% | -16.7% |
| 1Y | -23.2% | +96.0% | -119.1% | -31.3% |
| 3Y | +3.1% | +145.8% | -142.7% | -13.6% |
| 5Y | +7.4% | +154.6% | -147.3% | -14.9% |
| All | +7.4% | +151.5% | -144.1% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling