+162.8%
FTNT vs DHI
+61.2%
+101.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -0.1% | -3.4% | +3.3% | +0.5% |
| 30D | -3.0% | -5.4% | +2.5% | -2.1% |
| 3M | +7.6% | -10.4% | +18.0% | +9.4% |
| 6M | +87.0% | -2.8% | +89.7% | +85.5% |
| YTD | +96.5% | -3.4% | +99.9% | +94.2% |
| 1Y | +92.9% | -22.9% | +115.8% | +101.4% |
| 3Y | +139.8% | +20.7% | +119.2% | +98.2% |
| All | +162.8% | +61.2% | +101.6% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling