+139.8%
FTNT vs DHI
+21.1%
+118.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.7% |
| 7D | -0.1% | -3.4% | +3.3% | -0.2% |
| 30D | -3.0% | -5.4% | +2.5% | -3.1% |
| 3M | +7.6% | -10.4% | +18.0% | +7.4% |
| 6M | +87.0% | -2.8% | +89.7% | +86.3% |
| YTD | +96.5% | -3.4% | +99.9% | +95.6% |
| 1Y | +92.9% | -22.9% | +115.8% | +93.1% |
| 3Y | +139.8% | +20.7% | +119.2% | +131.5% |
| All | +139.8% | +21.1% | +118.8% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling