+256.9%
HL vs FTNT
+2,095.7%
-1,838.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -4.4% | -0.1% | -4.2% | -4.3% |
| 30D | +9.3% | -3.0% | +12.3% | +9.6% |
| 3M | +32.0% | +7.6% | +24.4% | +29.6% |
| 6M | -6.4% | +87.0% | -93.4% | -17.7% |
| YTD | +3.1% | +96.5% | -93.4% | -10.1% |
| 1Y | +77.6% | +92.9% | -15.4% | +55.3% |
| 3Y | +392.8% | +139.8% | +253.0% | +293.6% |
| 5Y | +234.1% | +151.3% | +82.8% | +146.7% |
| All | +256.9% | +2,095.7% | -1,838.8% | +60.8% |
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