+104.5%
FTNT vs DHI
-16.9%
+121.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | -0.1% |
| 7D | -5.8% | -3.1% | -2.7% | -6.1% |
| 30D | -4.8% | -5.5% | +0.7% | -5.1% |
| 3M | +4.4% | -2.2% | +6.6% | +4.2% |
| 6M | +88.8% | -6.0% | +94.7% | +87.0% |
| YTD | +96.8% | 0.0% | +96.8% | +94.1% |
| 1Y | +104.5% | -18.2% | +122.7% | +109.6% |
| All | +104.5% | -16.9% | +121.4% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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