+51.8%
FTNT vs DHI
+9.6%
+42.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | +2.2% |
| 7D | -25.7% | +9.8% | -35.5% | -24.5% |
| 30D | -29.7% | +17.8% | -47.6% | -28.1% |
| 3M | -23.1% | +4.7% | -27.8% | -22.2% |
| 6M | +45.0% | +10.0% | +35.0% | +47.0% |
| YTD | +62.9% | +10.0% | +53.0% | +63.0% |
| 1Y | +51.8% | +9.1% | +42.7% | +50.8% |
| All | +51.8% | +9.6% | +42.2% | +50.8% |
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