+251.6%
HL vs FTNT
+9,162.9%
-8,911.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.2% |
| 7D | +7.1% | -2.7% | +9.8% | +7.5% |
| 30D | +21.4% | -1.4% | +22.8% | +21.4% |
| 3M | +37.4% | +10.1% | +27.3% | +34.3% |
| 6M | +0.4% | +88.2% | -87.8% | -12.5% |
| YTD | +6.7% | +98.3% | -91.6% | -8.0% |
| 1Y | +102.4% | +96.0% | +6.4% | +74.9% |
| 3Y | +417.4% | +145.8% | +271.6% | +307.9% |
| 5Y | +243.3% | +154.6% | +88.7% | +153.9% |
| 10Y | +242.6% | +2,063.6% | -1,821.1% | +50.8% |
| All | +251.6% | +9,162.9% | -8,911.4% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling