+563.1%
HPE vs FTNT
+2,095.7%
-1,532.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.8% | +14.2% | +12.9% |
| 7D | +19.4% | -0.1% | +19.5% | +19.4% |
| 30D | +5.6% | -3.0% | +8.6% | +6.2% |
| 3M | +33.1% | +7.6% | +25.5% | +29.9% |
| 6M | +192.5% | +87.0% | +105.5% | +144.4% |
| YTD | +160.9% | +96.5% | +64.4% | +115.0% |
| 1Y | +155.0% | +92.9% | +62.0% | +110.8% |
| 3Y | +289.4% | +139.8% | +149.6% | +197.2% |
| 5Y | +395.7% | +151.3% | +244.3% | +248.8% |
| All | +563.1% | +2,095.7% | -1,532.6% | +126.6% |
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