+51.8%
FTNT vs FHN
+14.6%
+37.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +1.3% |
| 7D | -25.7% | +2.3% | -28.0% | -25.3% |
| 30D | -29.7% | +1.6% | -31.4% | -29.4% |
| 3M | -23.1% | -8.4% | -14.7% | -23.0% |
| 6M | +45.0% | -2.3% | +47.3% | +45.8% |
| YTD | +62.9% | +1.5% | +61.5% | +62.7% |
| 1Y | +51.8% | +15.0% | +36.8% | +48.1% |
| All | +51.8% | +14.6% | +37.2% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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