+398.8%
HL vs FTNT
+145.1%
+253.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.0% |
| 7D | -5.6% | +1.6% | -7.2% | -5.7% |
| 30D | +12.7% | -1.9% | +14.6% | +12.8% |
| 3M | +42.5% | +14.4% | +28.1% | +41.0% |
| 6M | -9.0% | +88.7% | -97.7% | -12.3% |
| YTD | +4.4% | +100.0% | -95.6% | +0.4% |
| 1Y | +82.7% | +99.9% | -17.2% | +75.8% |
| All | +398.8% | +145.1% | +253.7% | +391.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling