+75.4%
FTNT vs ALHC
-62.5%
+138.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.1% |
| 7D | -3.0% | +3.9% | -6.8% | -3.1% |
| 30D | -37.1% | -3.6% | -33.5% | -37.0% |
| 3M | -23.3% | -49.4% | +26.1% | -21.0% |
| 6M | +7.4% | -59.5% | +66.8% | +11.3% |
| YTD | +54.2% | -63.2% | +117.4% | +60.2% |
| 1Y | +49.7% | -55.5% | +105.2% | +53.3% |
| 3Y | +146.6% | +23.0% | +123.6% | +119.7% |
| 5Y | +75.4% | -65.7% | +141.2% | +84.2% |
| All | +75.4% | -62.5% | +138.0% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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