+25.0%
HL vs FTNT
+49.6%
-24.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.0% | +12.2% | +13.0% |
| 7D | +0.2% | -25.7% | +25.9% | +3.6% |
| 30D | -12.1% | -29.7% | +17.6% | -8.5% |
| 3M | -2.8% | -23.1% | +20.3% | +0.5% |
| 6M | -14.9% | +45.0% | -59.9% | -20.0% |
| YTD | -22.0% | +62.9% | -85.0% | -27.8% |
| 1Y | +25.0% | +51.8% | -26.8% | +16.9% |
| All | +25.0% | +49.6% | -24.6% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling