+8.2%
HD vs FTNT
+74.0%
-65.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.6% |
| 7D | +3.6% | -3.0% | +6.6% | +3.9% |
| 30D | +21.6% | -37.1% | +58.7% | +27.2% |
| 3M | +0.1% | -23.3% | +23.4% | +1.9% |
| 6M | +13.0% | +7.4% | +5.6% | +9.4% |
| YTD | +4.9% | +54.2% | -49.3% | -4.4% |
| 1Y | -2.1% | +49.7% | -51.8% | -10.4% |
| 3Y | +32.6% | +146.6% | -114.0% | +7.4% |
| 5Y | +8.2% | +75.4% | -67.2% | -11.6% |
| All | +8.2% | +74.0% | -65.7% | -11.6% |
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