+116.4%
HPE vs FTNT
+49.6%
+66.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.0% | -6.7% | -6.0% |
| 7D | -17.0% | -25.7% | +8.7% | -9.3% |
| 30D | -26.7% | -29.7% | +3.0% | -18.2% |
| 3M | -4.1% | -23.1% | +19.0% | +4.0% |
| 6M | +75.4% | +45.0% | +30.4% | +62.3% |
| YTD | +111.0% | +62.9% | +48.1% | +88.2% |
| 1Y | +116.4% | +51.8% | +64.6% | +94.9% |
| All | +116.4% | +49.6% | +66.9% | +94.9% |
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