+9,290.5%
FTNT vs DHI
+1,290.8%
+7,999.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | -0.1% | -3.4% | +3.3% | +0.7% |
| 30D | -3.0% | -5.4% | +2.5% | -1.7% |
| 3M | +7.6% | -10.4% | +18.0% | +10.0% |
| 6M | +87.0% | -2.8% | +89.7% | +85.6% |
| YTD | +96.5% | -3.4% | +99.9% | +94.3% |
| 1Y | +92.9% | -22.9% | +115.8% | +102.3% |
| 3Y | +139.8% | +20.7% | +119.2% | +109.3% |
| 5Y | +151.3% | +62.1% | +89.2% | +95.6% |
| 10Y | +2,082.2% | +410.4% | +1,671.8% | +1,043.0% |
| All | +9,290.5% | +1,290.8% | +7,999.7% | +3,407.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling