+677.7%
HPE vs FTNT
+1,705.4%
-1,027.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.8% | +7.0% | +7.5% |
| 7D | +10.1% | -2.7% | +12.8% | +11.0% |
| 30D | +5.3% | -1.4% | +6.6% | +5.4% |
| 3M | +12.7% | +10.1% | +2.6% | +9.3% |
| 6M | +167.7% | +88.2% | +79.5% | +122.2% |
| YTD | +135.5% | +98.3% | +37.2% | +92.5% |
| 1Y | +143.4% | +96.0% | +47.4% | +99.4% |
| 3Y | +249.2% | +145.8% | +103.4% | +162.0% |
| 5Y | +343.8% | +154.6% | +189.2% | +207.2% |
| 10Y | +495.9% | +2,063.6% | -1,567.8% | +85.6% |
| All | +677.7% | +1,705.4% | -1,027.8% | +130.4% |
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