+340.8%
HPE vs FTNT
+153.6%
+187.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.3% | -6.5% |
| 7D | +1.4% | +1.6% | -0.2% | +1.0% |
| 30D | +1.5% | -1.9% | +3.4% | +1.8% |
| 3M | +21.7% | +14.4% | +7.4% | +17.3% |
| 6M | +164.2% | +88.7% | +75.5% | +125.2% |
| YTD | +132.1% | +100.0% | +32.0% | +95.0% |
| 1Y | +130.6% | +99.9% | +30.8% | +93.7% |
| 3Y | +244.1% | +147.9% | +96.2% | +175.2% |
| 5Y | +340.8% | +155.8% | +185.0% | +234.2% |
| All | +340.8% | +153.6% | +187.3% | +234.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling