+155.0%
HPE vs FTNT
+95.0%
+60.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.8% | +14.2% | +13.1% |
| 7D | +19.4% | -0.1% | +19.5% | +19.3% |
| 30D | +5.6% | -3.0% | +8.6% | +6.4% |
| 3M | +33.1% | +7.6% | +25.5% | +28.5% |
| 6M | +192.5% | +87.0% | +105.5% | +143.2% |
| YTD | +160.9% | +96.5% | +64.4% | +113.3% |
| 1Y | +155.0% | +92.9% | +62.0% | +110.9% |
| All | +155.0% | +95.0% | +60.0% | +110.9% |
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